Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 1,00% | 70,29 % | 71,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 164 771 CHF | 166 429 CHF | 49,10% | 49,10% |
14/08/2024 | 1,00% | 60,18 % | 60,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 155 316 CHF | 156 875 CHF | 96,31% | 96,31% |
13/08/2024 | 1,00% | 60,38 % | 60,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 139 873 CHF | 141 281 CHF | 100,00% | 100,00% |
12/08/2024 | 1,00% | 57,04 % | 57,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 148 041 CHF | 149 527 CHF | 100,00% | 100,00% |
09/08/2024 | 1,00% | 62,51 % | 63,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 160 564 CHF | 162 176 CHF | 100,00% | 100,00% |
08/08/2024 | 1,00% | 65,51 % | 66,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 162 294 CHF | 163 924 CHF | 95,06% | 95,06% |
07/08/2024 | 1,00% | 67,66 % | 68,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 169 190 CHF | 170 887 CHF | 99,91% | 99,91% |
06/08/2024 | 1,00% | 67,91 % | 68,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 168 037 CHF | 169 726 CHF | 96,76% | 96,76% |
02/08/2024 | 1,00% | 67,83 % | 68,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 179 315 CHF | 181 119 CHF | 99,93% | 99,93% |
30/07/2024 | 1,00% | 76,96 % | 77,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 479 CHF | 199 463 CHF | 94,88% | 94,88% |