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% | 100,95 % | 101,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 199 CHF | 253 213 CHF | 59,72% | 59,72% |
14/08/2024 | 0,80% | 99,86 % | 100,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 482 CHF | 252 497 CHF | 100,00% | 100,00% |
13/08/2024 | 0,80% | 100,10 % | 100,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 016 CHF | 252 016 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 99,93 % | 100,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 282 CHF | 250 282 CHF | 100,00% | 100,00% |
09/08/2024 | 0,80% | 99,16 % | 99,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 583 CHF | 249 583 CHF | 100,00% | 100,00% |
08/08/2024 | 0,81% | 98,90 % | 99,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 556 CHF | 248 556 CHF | 22,28% | 22,28% |
07/08/2024 | 0,81% | 98,10 % | 98,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 372 CHF | 247 372 CHF | 100,00% | 100,00% |
06/08/2024 | 0,82% | 97,39 % | 98,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 723 CHF | 243 723 CHF | 99,84% | 99,84% |
02/08/2024 | 0,82% | 97,62 % | 98,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 226 CHF | 246 226 CHF | 19,82% | 19,82% |
30/07/2024 | 0,81% | 97,96 % | 98,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 625 CHF | 247 625 CHF | 100,00% | 100,00% |