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% | 74,01 % | 74,56 % | 270 000 | 268 000 | 276 084 | 274 028 | 199 652 CHF | 199 654 CHF | 100,00% | 100,00% |
14/08/2024 | 0,75% | 69,86 % | 70,39 % | 286 000 | 284 000 | 286 146 | 284 045 | 199 614 CHF | 199 646 CHF | 99,99% | 99,99% |
13/08/2024 | 0,75% | 67,30 % | 67,81 % | 297 000 | 294 000 | 295 135 | 292 771 | 199 718 CHF | 199 614 CHF | 99,97% | 99,97% |
12/08/2024 | 0,75% | 69,33 % | 69,85 % | 288 000 | 286 000 | 287 761 | 285 582 | 199 655 CHF | 199 636 CHF | 99,99% | 99,99% |
09/08/2024 | 0,75% | 69,42 % | 69,94 % | 288 000 | 285 000 | 286 107 | 283 982 | 199 596 CHF | 199 609 CHF | 99,97% | 99,97% |
08/08/2024 | 0,75% | 69,64 % | 70,17 % | 287 000 | 285 000 | 290 895 | 288 716 | 199 661 CHF | 199 651 CHF | 99,95% | 99,95% |
07/08/2024 | 0,75% | 70,57 % | 71,10 % | 283 000 | 281 000 | 285 316 | 283 171 | 199 686 CHF | 199 681 CHF | 99,99% | 99,99% |
06/08/2024 | 0,75% | 67,38 % | 67,89 % | 296 000 | 294 000 | 295 334 | 293 044 | 199 678 CHF | 199 628 CHF | 99,84% | 99,84% |
02/08/2024 | 0,75% | 74,57 % | 75,13 % | 268 000 | 266 000 | 266 996 | 264 993 | 199 621 CHF | 199 619 CHF | 99,91% | 99,91% |
30/07/2024 | 0,75% | 83,33 % | 83,96 % | 240 000 | 238 000 | 233 585 | 231 832 | 199 575 CHF | 199 570 CHF | 99,98% | 99,98% |