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 | 0,47% | 105,93 % | 106,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 837 CHF | 266 087 CHF | 100,00% | 100,00% |
14/08/2024 | 0,47% | 105,91 % | 106,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 735 CHF | 265 985 CHF | 98,23% | 98,23% |
13/08/2024 | 0,47% | 105,86 % | 106,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 637 CHF | 265 887 CHF | 100,00% | 100,00% |
12/08/2024 | 0,47% | 105,83 % | 106,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 581 CHF | 265 831 CHF | 98,28% | 98,28% |
09/08/2024 | 0,47% | 105,83 % | 106,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 567 CHF | 265 817 CHF | 100,00% | 100,00% |
08/08/2024 | 0,47% | 105,82 % | 106,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 495 CHF | 265 745 CHF | 99,88% | 99,88% |
07/08/2024 | 0,47% | 105,85 % | 106,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 518 CHF | 265 768 CHF | 99,38% | 99,38% |
06/08/2024 | 0,47% | 105,72 % | 106,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 223 CHF | 265 473 CHF | 100,00% | 100,00% |
02/08/2024 | 0,47% | 105,75 % | 106,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 442 CHF | 265 692 CHF | 100,00% | 100,00% |
31/07/2024 | 0,47% | 105,88 % | 106,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 627 CHF | 265 877 CHF | 32,28% | 32,28% |