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 | 1,01% | 49,88 % | 50,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 123 045 CHF | 124 295 CHF | 99,90% | 99,90% |
14/08/2024 | 1,00% | 49,10 % | 49,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 124 043 CHF | 125 293 CHF | 99,96% | 99,96% |
13/08/2024 | 1,02% | 49,32 % | 49,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 121 534 CHF | 122 784 CHF | 100,00% | 100,00% |
12/08/2024 | 1,02% | 48,54 % | 49,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 122 170 CHF | 123 420 CHF | 100,00% | 100,00% |
09/08/2024 | 1,02% | 48,10 % | 48,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 121 993 CHF | 123 243 CHF | 100,00% | 100,00% |
08/08/2024 | 1,05% | 48,41 % | 48,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 118 744 CHF | 119 994 CHF | 99,95% | 99,95% |
07/08/2024 | 1,06% | 47,56 % | 48,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 117 506 CHF | 118 756 CHF | 99,93% | 99,93% |
06/08/2024 | 1,10% | 46,16 % | 46,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 112 735 CHF | 113 985 CHF | 99,15% | 99,15% |
02/08/2024 | 1,04% | 46,67 % | 47,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 119 171 CHF | 120 421 CHF | 99,76% | 99,76% |
30/07/2024 | 1,05% | 46,95 % | 47,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 118 485 CHF | 119 735 CHF | 99,99% | 99,99% |