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 | 0,48% | 103,83 % | 104,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 056 CHF | 260 306 CHF | 100,00% | 100,00% |
14/08/2024 | 0,48% | 103,57 % | 104,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 710 CHF | 259 960 CHF | 98,24% | 98,24% |
13/08/2024 | 0,48% | 102,98 % | 103,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 982 CHF | 259 232 CHF | 100,00% | 100,00% |
12/08/2024 | 0,48% | 103,47 % | 103,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 542 CHF | 259 792 CHF | 98,29% | 98,29% |
09/08/2024 | 0,48% | 103,31 % | 103,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 284 CHF | 259 534 CHF | 100,00% | 100,00% |
08/08/2024 | 0,48% | 103,31 % | 103,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 437 CHF | 258 687 CHF | 99,88% | 99,88% |
07/08/2024 | 0,48% | 104,05 % | 104,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 385 CHF | 260 635 CHF | 99,40% | 99,40% |
06/08/2024 | 0,49% | 102,96 % | 103,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 792 CHF | 258 042 CHF | 100,00% | 100,00% |
02/08/2024 | 0,48% | 103,52 % | 104,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 748 CHF | 260 998 CHF | 100,00% | 100,00% |
30/07/2024 | 0,48% | 104,76 % | 105,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 956 CHF | 263 206 CHF | 100,00% | 100,00% |