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 | 0,62% | 81,26 % | 81,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 137 CHF | 202 387 CHF | 41,33% | 41,33% |
14/08/2024 | 0,62% | 79,67 % | 80,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 830 CHF | 203 080 CHF | 97,28% | 97,28% |
13/08/2024 | 0,64% | 79,56 % | 80,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 195 811 CHF | 197 061 CHF | 99,99% | 99,99% |
12/08/2024 | 0,63% | 78,57 % | 79,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 382 CHF | 198 632 CHF | 98,29% | 98,29% |
09/08/2024 | 0,62% | 78,62 % | 79,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 511 CHF | 201 761 CHF | 99,99% | 99,99% |
08/08/2024 | 0,65% | 78,52 % | 79,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 438 CHF | 193 688 CHF | 99,87% | 99,87% |
07/08/2024 | 0,63% | 80,03 % | 80,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 198 110 CHF | 199 360 CHF | 99,41% | 99,41% |
06/08/2024 | 0,63% | 78,05 % | 78,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 197 572 CHF | 198 822 CHF | 99,89% | 99,89% |
02/08/2024 | 0,58% | 81,47 % | 81,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 727 CHF | 214 977 CHF | 94,52% | 94,52% |
30/07/2024 | 0,51% | 97,14 % | 97,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 591 CHF | 244 841 CHF | 100,00% | 100,00% |