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 | 0,82% | 96,69 % | 97,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 444 CHF | 243 444 CHF | 100,00% | 100,00% |
14/08/2024 | 0,82% | 95,71 % | 96,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 063 CHF | 244 063 CHF | 100,00% | 100,00% |
13/08/2024 | 0,83% | 96,68 % | 97,48 % | 250 000 | 240 000 | 250 000 | 242 107 | 241 205 CHF | 235 532 CHF | 100,00% | 100,00% |
12/08/2024 | 0,82% | 97,37 % | 98,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 196 CHF | 245 196 CHF | 100,00% | 100,00% |
09/08/2024 | 0,82% | 97,27 % | 98,07 % | 250 000 | 230 000 | 250 000 | 244 669 | 242 711 CHF | 239 496 CHF | 100,00% | 100,00% |
08/08/2024 | 0,83% | 96,63 % | 97,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 516 CHF | 241 516 CHF | 100,00% | 100,00% |
07/08/2024 | 0,83% | 96,04 % | 96,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 014 CHF | 241 014 CHF | 100,00% | 100,00% |
06/08/2024 | 0,87% | 93,43 % | 94,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 796 CHF | 230 796 CHF | 99,91% | 99,91% |
02/08/2024 | 0,87% | 91,48 % | 92,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 801 CHF | 230 801 CHF | 98,86% | 98,86% |
30/07/2024 | 0,84% | 94,55 % | 95,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 409 CHF | 240 409 CHF | 100,00% | 100,00% |