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% | 97,80 % | 98,60 % | 250 000 | 220 000 | 250 000 | 220 467 | 244 217 CHF | 217 131 CHF | 100,00% | 100,00% |
14/08/2024 | 0,81% | 97,95 % | 98,75 % | 250 000 | 250 000 | 250 000 | 249 765 | 245 404 CHF | 247 170 CHF | 100,00% | 100,00% |
13/08/2024 | 0,81% | 98,30 % | 99,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 231 CHF | 248 231 CHF | 100,00% | 100,00% |
12/08/2024 | 0,81% | 98,06 % | 98,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 944 CHF | 246 944 CHF | 100,00% | 100,00% |
09/08/2024 | 0,82% | 97,13 % | 97,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 831 CHF | 244 831 CHF | 100,00% | 100,00% |
08/08/2024 | 0,83% | 96,33 % | 97,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 358 CHF | 242 358 CHF | 100,00% | 100,00% |
07/08/2024 | 0,83% | 96,26 % | 97,06 % | 250 000 | 225 000 | 250 000 | 243 809 | 239 780 CHF | 235 783 CHF | 100,00% | 100,00% |
06/08/2024 | 0,84% | 95,09 % | 95,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 831 CHF | 239 831 CHF | 99,39% | 99,66% |
02/08/2024 | 0,81% | 97,03 % | 97,83 % | 250 000 | 220 000 | 250 000 | 237 600 | 244 429 CHF | 234 255 CHF | 99,81% | 99,81% |
30/07/2024 | 0,80% | 100,49 % | 101,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 591 CHF | 253 616 CHF | 100,00% | 100,00% |