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 | 0,69% | 101,23 % | 101,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 582 CHF | 152 632 CHF | 100,00% | 100,00% |
14/08/2024 | 0,69% | 100,95 % | 101,65 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 348 CHF | 152 398 CHF | 98,23% | 98,23% |
13/08/2024 | 0,69% | 100,71 % | 101,41 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 939 CHF | 151 989 CHF | 100,00% | 100,00% |
12/08/2024 | 0,69% | 100,58 % | 101,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 905 CHF | 151 955 CHF | 98,28% | 98,28% |
09/08/2024 | 0,70% | 100,35 % | 101,05 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 456 CHF | 151 506 CHF | 100,00% | 100,00% |
08/08/2024 | 0,70% | 100,10 % | 100,80 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 549 CHF | 150 599 CHF | 99,90% | 99,90% |
07/08/2024 | 0,70% | 100,03 % | 100,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 807 CHF | 150 857 CHF | 99,40% | 99,40% |
06/08/2024 | 0,71% | 99,19 % | 99,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 345 CHF | 149 395 CHF | 100,00% | 100,00% |
02/08/2024 | 0,70% | 100,01 % | 100,71 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 509 CHF | 151 559 CHF | 99,96% | 99,96% |
31/07/2024 | 0,69% | 100,79 % | 101,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 275 CHF | 152 325 CHF | 32,28% | 32,28% |