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 | 1,18% | 45,20 % | 45,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 105 728 CHF | 106 978 CHF | 100,00% | 100,00% |
14/08/2024 | 1,21% | 40,87 % | 41,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 102 460 CHF | 103 710 CHF | 100,00% | 100,00% |
13/08/2024 | 1,23% | 40,13 % | 40,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 101 273 CHF | 102 523 CHF | 100,00% | 100,00% |
12/08/2024 | 1,24% | 41,66 % | 42,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 100 342 CHF | 101 592 CHF | 100,00% | 100,00% |
09/08/2024 | 1,19% | 40,19 % | 40,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 104 778 CHF | 106 028 CHF | 100,00% | 100,00% |
08/08/2024 | 1,27% | 42,56 % | 43,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 97 877 CHF | 99 127 CHF | 97,44% | 97,44% |
07/08/2024 | 1,08% | 47,36 % | 47,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 115 410 CHF | 116 660 CHF | 99,86% | 99,86% |
06/08/2024 | 1,06% | 45,67 % | 46,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 117 426 CHF | 118 676 CHF | 99,33% | 99,33% |
02/08/2024 | 1,03% | 48,02 % | 48,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 120 971 CHF | 122 221 CHF | 99,02% | 99,02% |
30/07/2024 | 1,00% | 49,67 % | 50,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 124 244 CHF | 125 494 CHF | 100,00% | 100,00% |