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 | 0,82% | 97,17 % | 97,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 050 CHF | 244 050 CHF | 100,00% | 100,00% |
14/08/2024 | 0,83% | 96,35 % | 97,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 665 CHF | 242 665 CHF | 100,00% | 100,00% |
13/08/2024 | 0,83% | 95,70 % | 96,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 023 CHF | 241 023 CHF | 100,00% | 100,00% |
12/08/2024 | 0,83% | 95,85 % | 96,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 397 CHF | 241 397 CHF | 100,00% | 100,00% |
09/08/2024 | 0,83% | 95,58 % | 96,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 056 CHF | 241 056 CHF | 100,00% | 100,00% |
08/08/2024 | 0,84% | 95,31 % | 96,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 800 CHF | 238 800 CHF | 99,95% | 99,95% |
07/08/2024 | 0,84% | 95,52 % | 96,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 559 CHF | 239 559 CHF | 100,00% | 100,00% |
06/08/2024 | 0,85% | 94,00 % | 94,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 626 CHF | 235 626 CHF | 99,47% | 99,47% |
02/08/2024 | 0,83% | 95,53 % | 96,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 574 CHF | 242 574 CHF | 99,86% | 99,86% |
30/07/2024 | 0,80% | 99,73 % | 100,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 732 CHF | 251 732 CHF | 100,00% | 100,00% |