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 | 0,80% | 101,41 % | 102,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 303 CHF | 255 329 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 101,10 % | 101,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 871 CHF | 254 896 CHF | 100,00% | 100,00% |
13/08/2024 | 0,80% | 101,09 % | 101,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 502 CHF | 254 527 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 100,95 % | 101,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 349 CHF | 254 374 CHF | 100,00% | 100,00% |
09/08/2024 | 0,80% | 100,74 % | 101,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 990 CHF | 254 015 CHF | 100,00% | 100,00% |
08/08/2024 | 0,80% | 100,43 % | 101,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 741 CHF | 252 762 CHF | 100,00% | 100,00% |
07/08/2024 | 0,80% | 100,67 % | 101,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 522 CHF | 253 546 CHF | 100,00% | 100,00% |
06/08/2024 | 0,80% | 99,91 % | 100,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 327 CHF | 251 327 CHF | 100,00% | 100,00% |
02/08/2024 | 0,80% | 101,02 % | 101,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 587 CHF | 254 612 CHF | 100,00% | 100,00% |
30/07/2024 | 0,80% | 101,36 % | 102,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 488 CHF | 255 516 CHF | 100,00% | 100,00% |