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 | 0,51% | 98,74 % | 99,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 700 CHF | 246 950 CHF | 100,00% | 100,00% |
14/08/2024 | 0,51% | 97,83 % | 98,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 182 CHF | 245 432 CHF | 98,22% | 98,22% |
13/08/2024 | 0,52% | 97,04 % | 97,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 902 CHF | 243 152 CHF | 100,00% | 100,00% |
12/08/2024 | 0,51% | 97,26 % | 97,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 215 CHF | 244 465 CHF | 98,29% | 98,29% |
09/08/2024 | 0,51% | 97,03 % | 97,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 327 CHF | 243 577 CHF | 100,00% | 100,00% |
08/08/2024 | 0,52% | 96,47 % | 96,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 573 CHF | 241 823 CHF | 99,89% | 99,89% |
07/08/2024 | 0,52% | 96,92 % | 97,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 981 CHF | 242 231 CHF | 99,41% | 99,41% |
06/08/2024 | 0,52% | 95,35 % | 95,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 768 CHF | 239 018 CHF | 100,00% | 100,00% |
02/08/2024 | 0,51% | 96,60 % | 97,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 475 CHF | 244 725 CHF | 99,85% | 99,85% |
30/07/2024 | 0,51% | 98,53 % | 99,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 489 CHF | 247 739 CHF | 100,00% | 100,00% |