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 | 0,74% | 105,71 % | 106,50 % | 185 000 | 185 000 | 185 000 | 185 000 | 196 201 CHF | 197 663 CHF | 99,99% | 99,99% |
14/08/2024 | 0,75% | 106,11 % | 106,90 % | 185 000 | 185 000 | 185 000 | 185 000 | 196 516 CHF | 197 991 CHF | 99,99% | 99,99% |
13/08/2024 | 0,75% | 105,00 % | 105,79 % | 190 000 | 185 000 | 190 000 | 185 000 | 199 390 CHF | 195 605 CHF | 99,98% | 99,98% |
12/08/2024 | 0,75% | 105,34 % | 106,13 % | 185 000 | 185 000 | 185 000 | 185 000 | 194 940 CHF | 196 401 CHF | 100,00% | 100,00% |
09/08/2024 | 0,75% | 105,27 % | 106,06 % | 185 000 | 185 000 | 187 891 | 185 000 | 197 782 CHF | 196 202 CHF | 99,99% | 99,99% |
08/08/2024 | 0,75% | 105,18 % | 105,97 % | 190 000 | 185 000 | 190 000 | 186 225 | 198 729 CHF | 196 250 CHF | 99,91% | 99,91% |
07/08/2024 | 0,75% | 104,94 % | 105,73 % | 190 000 | 185 000 | 190 000 | 185 000 | 199 428 CHF | 195 641 CHF | 100,00% | 100,00% |
06/08/2024 | 0,75% | 104,84 % | 105,63 % | 190 000 | 185 000 | 190 000 | 185 000 | 199 037 CHF | 195 261 CHF | 99,98% | 99,98% |
02/08/2024 | 0,75% | 104,91 % | 105,70 % | 190 000 | 185 000 | 187 697 | 185 049 | 197 677 CHF | 196 357 CHF | 99,94% | 99,94% |
30/07/2024 | 0,75% | 105,58 % | 106,37 % | 185 000 | 185 000 | 186 663 | 185 000 | 196 596 CHF | 196 310 CHF | 99,99% | 99,99% |