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 | 0,91% | 87,73 % | 88,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 646 CHF | 219 646 CHF | 100,00% | 100,00% |
14/08/2024 | 0,90% | 86,35 % | 87,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 262 CHF | 222 262 CHF | 100,00% | 100,00% |
13/08/2024 | 0,91% | 87,97 % | 88,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 149 CHF | 221 149 CHF | 100,00% | 100,00% |
12/08/2024 | 0,90% | 88,76 % | 89,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 304 CHF | 224 304 CHF | 100,00% | 100,00% |
09/08/2024 | 0,90% | 88,68 % | 89,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 129 CHF | 223 129 CHF | 99,73% | 99,73% |
08/08/2024 | 0,92% | 87,69 % | 88,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 683 CHF | 218 683 CHF | 100,00% | 100,00% |
07/08/2024 | 0,92% | 86,95 % | 87,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 127 CHF | 218 127 CHF | 100,00% | 100,00% |
06/08/2024 | 0,99% | 83,27 % | 84,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 763 CHF | 203 763 CHF | 96,72% | 96,72% |
02/08/2024 | 1,00% | 79,95 % | 80,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 640 CHF | 201 640 CHF | 99,49% | 99,49% |
30/07/2024 | 0,94% | 83,91 % | 84,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 939 CHF | 213 939 CHF | 100,00% | 100,00% |