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 | 0,80% | 118,01 % | 118,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 293 340 CHF | 295 698 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 115,56 % | 116,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 287 155 CHF | 289 459 CHF | 100,00% | 100,00% |
13/08/2024 | 0,80% | 113,18 % | 114,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 282 796 CHF | 285 071 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 113,68 % | 114,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 283 705 CHF | 285 982 CHF | 100,00% | 100,00% |
09/08/2024 | 0,80% | 112,01 % | 112,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 280 517 CHF | 282 769 CHF | 100,00% | 100,00% |
08/08/2024 | 0,80% | 111,10 % | 111,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 275 044 CHF | 277 253 CHF | 99,98% | 99,98% |
07/08/2024 | 0,80% | 111,55 % | 112,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 275 924 CHF | 278 144 CHF | 100,00% | 100,00% |
06/08/2024 | 0,80% | 107,36 % | 108,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 268 741 CHF | 270 900 CHF | 99,23% | 99,23% |
02/08/2024 | 0,80% | 111,60 % | 112,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 282 845 CHF | 285 117 CHF | 99,70% | 99,70% |
30/07/2024 | 0,80% | 117,92 % | 118,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 294 454 CHF | 296 821 CHF | 100,00% | 100,00% |