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 | 0,86% | 94,03 % | 94,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 616 CHF | 233 616 CHF | 100,00% | 100,00% |
14/08/2024 | 0,86% | 91,95 % | 92,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 518 CHF | 232 518 CHF | 100,00% | 100,00% |
13/08/2024 | 0,88% | 91,08 % | 91,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 109 CHF | 227 109 CHF | 100,00% | 100,00% |
12/08/2024 | 0,90% | 89,57 % | 90,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 197 CHF | 222 197 CHF | 100,00% | 100,00% |
09/08/2024 | 0,90% | 87,84 % | 88,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 463 CHF | 222 463 CHF | 100,00% | 100,00% |
08/08/2024 | 0,93% | 86,17 % | 86,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 233 CHF | 215 233 CHF | 100,00% | 100,00% |
07/08/2024 | 0,92% | 87,64 % | 88,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 927 CHF | 218 927 CHF | 99,94% | 99,94% |
06/08/2024 | 0,94% | 85,38 % | 86,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 532 CHF | 213 532 CHF | 99,16% | 99,16% |
02/08/2024 | 0,91% | 86,65 % | 87,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 681 CHF | 219 681 CHF | 99,83% | 99,83% |
30/07/2024 | 0,87% | 89,32 % | 90,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 799 CHF | 230 799 CHF | 100,00% | 100,00% |