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 | 0,85% | 95,33 % | 96,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 806 CHF | 235 806 CHF | 100,00% | 100,00% |
14/08/2024 | 0,85% | 93,80 % | 94,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 633 CHF | 235 633 CHF | 100,00% | 100,00% |
13/08/2024 | 0,86% | 94,22 % | 95,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 623 CHF | 234 623 CHF | 93,64% | 93,64% |
12/08/2024 | 0,81% | 97,85 % | 98,65 % | 250 000 | 240 000 | 250 000 | 241 502 | 244 441 CHF | 238 065 CHF | 100,00% | 100,00% |
09/08/2024 | 0,82% | 97,60 % | 98,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 805 CHF | 245 805 CHF | 100,00% | 100,00% |
08/08/2024 | 0,82% | 97,49 % | 98,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 003 CHF | 244 003 CHF | 99,99% | 99,99% |
07/08/2024 | 0,82% | 96,98 % | 97,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 183 CHF | 244 183 CHF | 99,99% | 99,99% |
06/08/2024 | 0,83% | 96,11 % | 96,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 667 CHF | 240 667 CHF | 99,78% | 99,78% |
02/08/2024 | 0,82% | 97,03 % | 97,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 878 CHF | 245 878 CHF | 100,00% | 100,00% |
30/07/2024 | 0,81% | 98,28 % | 99,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 080 CHF | 248 080 CHF | 100,00% | 100,00% |