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 | 0,52% | 96,80 % | 97,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 173 CHF | 242 423 CHF | 100,00% | 100,00% |
14/08/2024 | 0,52% | 96,86 % | 97,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 134 CHF | 242 384 CHF | 98,23% | 98,23% |
13/08/2024 | 0,52% | 96,85 % | 97,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 170 CHF | 241 420 CHF | 71,40% | 71,40% |
12/08/2024 | 0,50% | 99,15 % | 99,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 885 CHF | 249 135 CHF | 98,30% | 98,30% |
09/08/2024 | 0,50% | 99,35 % | 99,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 746 CHF | 248 996 CHF | 99,98% | 99,98% |
08/08/2024 | 0,51% | 98,96 % | 99,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 495 CHF | 247 745 CHF | 99,89% | 99,89% |
07/08/2024 | 0,50% | 98,99 % | 99,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 603 CHF | 248 853 CHF | 99,39% | 99,39% |
06/08/2024 | 0,51% | 98,56 % | 99,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 759 CHF | 247 009 CHF | 100,00% | 100,00% |
02/08/2024 | 0,50% | 99,45 % | 99,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 849 CHF | 250 099 CHF | 100,00% | 100,00% |
30/07/2024 | 0,49% | 102,59 % | 103,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 727 CHF | 257 977 CHF | 100,00% | 100,00% |