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 | 0,75% | 99,50 % | 100,25 % | 201 000 | 199 000 | 200 693 | 199 000 | 199 576 CHF | 199 386 CHF | 100,00% | 100,00% |
14/08/2024 | 0,75% | 99,42 % | 100,17 % | 201 000 | 199 000 | 201 000 | 199 000 | 199 834 CHF | 199 338 CHF | 100,00% | 100,00% |
13/08/2024 | 0,75% | 99,39 % | 100,14 % | 201 000 | 199 000 | 201 000 | 199 000 | 199 774 CHF | 199 279 CHF | 100,00% | 100,00% |
12/08/2024 | 0,75% | 99,42 % | 100,17 % | 201 000 | 199 000 | 201 000 | 199 000 | 199 831 CHF | 199 335 CHF | 100,00% | 100,00% |
09/08/2024 | 0,75% | 99,22 % | 99,97 % | 201 000 | 200 000 | 201 000 | 200 000 | 199 413 CHF | 199 921 CHF | 99,98% | 99,98% |
08/08/2024 | 0,75% | 99,16 % | 99,91 % | 201 000 | 200 000 | 200 676 | 199 047 | 199 538 CHF | 199 411 CHF | 99,97% | 99,97% |
07/08/2024 | 0,76% | 99,45 % | 100,20 % | 201 000 | 199 000 | 201 872 | 199 915 | 199 688 CHF | 199 252 CHF | 99,99% | 99,99% |
06/08/2024 | 0,76% | 98,84 % | 99,59 % | 202 000 | 200 000 | 202 150 | 200 917 | 199 403 CHF | 199 695 CHF | 99,98% | 99,98% |
02/08/2024 | 0,75% | 98,99 % | 99,74 % | 202 000 | 200 000 | 201 046 | 200 000 | 199 245 CHF | 199 709 CHF | 100,00% | 100,00% |
30/07/2024 | 0,75% | 99,33 % | 100,08 % | 201 000 | 199 000 | 201 000 | 199 000 | 199 653 CHF | 199 159 CHF | 100,00% | 100,00% |