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 | 0,85% | 94,71 % | 95,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 471 CHF | 237 471 CHF | 99,90% | 99,90% |
14/08/2024 | 0,85% | 93,69 % | 94,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 596 CHF | 235 596 CHF | 100,00% | 100,00% |
13/08/2024 | 0,86% | 92,45 % | 93,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 665 CHF | 232 665 CHF | 100,00% | 100,00% |
12/08/2024 | 0,86% | 92,50 % | 93,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 125 CHF | 233 125 CHF | 100,00% | 100,00% |
09/08/2024 | 0,87% | 91,82 % | 92,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 705 CHF | 231 705 CHF | 100,00% | 100,00% |
08/08/2024 | 0,88% | 91,52 % | 92,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 092 CHF | 229 092 CHF | 100,00% | 100,00% |
07/08/2024 | 0,87% | 91,77 % | 92,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 048 CHF | 230 048 CHF | 100,00% | 100,00% |
06/08/2024 | 0,89% | 89,14 % | 89,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 041 CHF | 226 041 CHF | 95,46% | 95,46% |
02/08/2024 | 0,85% | 92,97 % | 93,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 466 CHF | 237 466 CHF | 99,95% | 99,95% |
30/07/2024 | 0,82% | 97,25 % | 98,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 315 CHF | 245 315 CHF | 100,00% | 100,00% |