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 | 0,71% | 98,48 % | 99,18 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 209 CHF | 148 259 CHF | 100,00% | 100,00% |
14/08/2024 | 0,72% | 97,82 % | 98,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 098 CHF | 147 148 CHF | 98,24% | 98,24% |
13/08/2024 | 0,72% | 96,91 % | 97,61 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 090 CHF | 146 140 CHF | 100,00% | 100,00% |
12/08/2024 | 0,72% | 96,63 % | 97,33 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 111 CHF | 146 161 CHF | 98,30% | 98,30% |
09/08/2024 | 0,72% | 96,38 % | 97,08 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 738 CHF | 145 788 CHF | 100,00% | 100,00% |
08/08/2024 | 0,73% | 95,93 % | 96,63 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 626 CHF | 143 676 CHF | 99,89% | 99,89% |
07/08/2024 | 0,73% | 96,04 % | 96,74 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 235 CHF | 144 285 CHF | 99,39% | 99,39% |
06/08/2024 | 0,75% | 93,98 % | 94,68 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 123 CHF | 141 173 CHF | 100,00% | 100,00% |
02/08/2024 | 0,72% | 96,58 % | 97,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 624 CHF | 146 674 CHF | 99,93% | 99,93% |
30/07/2024 | 0,70% | 99,94 % | 100,64 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 660 CHF | 150 710 CHF | 99,99% | 99,99% |