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 | 0,96% | 85,35 % | 86,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 595 CHF | 209 595 CHF | 99,98% | 99,98% |
14/08/2024 | 0,97% | 82,29 % | 83,09 % | 250 000 | 250 000 | 250 000 | 246 702 | 205 430 CHF | 204 687 CHF | 96,10% | 96,10% |
13/08/2024 | 0,99% | 81,82 % | 82,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 888 CHF | 201 884 CHF | 100,00% | 100,00% |
12/08/2024 | 1,00% | 79,76 % | 80,56 % | 250 000 | 235 000 | 250 000 | 245 524 | 187 631 CHF | 186 087 CHF | 89,90% | 89,90% |
09/08/2024 | 1,00% | 73,95 % | 74,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 187 286 CHF | 189 170 CHF | 99,99% | 99,99% |
08/08/2024 | 1,00% | 72,82 % | 73,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 178 461 CHF | 180 254 CHF | 90,33% | 90,33% |
07/08/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
06/08/2024 | 0,99% | 79,98 % | 80,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 411 CHF | 202 409 CHF | 98,83% | 98,83% |
02/08/2024 | 0,96% | 80,81 % | 81,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 403 CHF | 210 403 CHF | 97,19% | 97,19% |
30/07/2024 | 0,90% | 86,70 % | 87,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 644 CHF | 223 644 CHF | 99,99% | 99,99% |