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 | 0,70% | 99,60 % | 100,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 259 CHF | 150 309 CHF | 100,00% | 100,00% |
14/08/2024 | 0,70% | 99,46 % | 100,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 005 CHF | 150 055 CHF | 98,23% | 98,23% |
13/08/2024 | 0,70% | 99,26 % | 99,96 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 833 CHF | 149 883 CHF | 100,00% | 100,00% |
12/08/2024 | 0,70% | 99,06 % | 99,76 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 518 CHF | 149 568 CHF | 98,27% | 98,27% |
09/08/2024 | 0,71% | 98,67 % | 99,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 784 CHF | 148 834 CHF | 100,00% | 100,00% |
08/08/2024 | 0,71% | 98,42 % | 99,12 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 349 CHF | 148 399 CHF | 99,80% | 99,80% |
07/08/2024 | 0,71% | 98,14 % | 98,84 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 134 CHF | 148 184 CHF | 99,40% | 99,40% |
06/08/2024 | 0,71% | 98,00 % | 98,70 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 836 CHF | 147 886 CHF | 99,95% | 99,95% |
02/08/2024 | 0,70% | 98,67 % | 99,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 449 CHF | 149 499 CHF | 100,00% | 100,00% |
30/07/2024 | 0,70% | 99,37 % | 100,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 150 CHF | 150 200 CHF | 100,00% | 100,00% |