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 | 0,81% | 99,75 % | 100,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 899 CHF | 248 899 CHF | 100,00% | 100,00% |
14/08/2024 | 0,81% | 98,85 % | 99,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 191 CHF | 249 191 CHF | 100,00% | 100,00% |
13/08/2024 | 0,83% | 98,77 % | 99,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 425 CHF | 243 425 CHF | 49,80% | 49,80% |
12/08/2024 | 0,82% | 97,47 % | 98,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 102 CHF | 245 102 CHF | 100,00% | 100,00% |
09/08/2024 | 0,82% | 96,90 % | 97,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 481 CHF | 243 481 CHF | 100,00% | 100,00% |
08/08/2024 | 0,83% | 95,98 % | 96,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 760 CHF | 240 760 CHF | 100,00% | 100,00% |
07/08/2024 | 0,84% | 95,74 % | 96,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 904 CHF | 237 904 CHF | 99,94% | 99,94% |
06/08/2024 | 0,85% | 93,52 % | 94,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 089 CHF | 237 089 CHF | 99,61% | 99,61% |
02/08/2024 | 0,81% | 96,55 % | 97,35 % | 250 000 | 242 000 | 250 000 | 246 864 | 245 228 CHF | 244 146 CHF | 99,93% | 99,93% |
30/07/2024 | 0,81% | 98,27 % | 99,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 755 CHF | 248 755 CHF | 100,00% | 100,00% |