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 | 0,90% | 88,90 % | 89,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 401 CHF | 223 401 CHF | 100,00% | 100,00% |
14/08/2024 | 0,91% | 87,95 % | 88,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 841 CHF | 221 841 CHF | 100,00% | 100,00% |
13/08/2024 | 0,92% | 87,34 % | 88,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 210 CHF | 219 210 CHF | 100,00% | 100,00% |
12/08/2024 | 0,92% | 87,21 % | 88,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 499 CHF | 218 499 CHF | 100,00% | 100,00% |
09/08/2024 | 0,92% | 86,36 % | 87,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 200 CHF | 218 200 CHF | 100,00% | 100,00% |
08/08/2024 | 0,93% | 86,33 % | 87,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 361 CHF | 215 361 CHF | 100,00% | 100,00% |
07/08/2024 | 0,94% | 86,87 % | 87,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 641 CHF | 214 641 CHF | 99,98% | 99,98% |
06/08/2024 | 0,95% | 84,94 % | 85,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 433 CHF | 212 433 CHF | 99,97% | 99,97% |
02/08/2024 | 0,92% | 84,82 % | 85,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 505 CHF | 218 505 CHF | 97,38% | 97,38% |
30/07/2024 | 0,90% | 88,75 % | 89,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 667 CHF | 222 667 CHF | 100,00% | 100,00% |