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 | 0,76% | 91,85 % | 92,55 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 573 CHF | 138 623 CHF | 100,00% | 100,00% |
14/08/2024 | 0,76% | 91,37 % | 92,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 250 CHF | 138 300 CHF | 98,23% | 98,23% |
13/08/2024 | 0,77% | 91,22 % | 91,92 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 450 CHF | 137 500 CHF | 100,00% | 100,00% |
12/08/2024 | 0,76% | 91,35 % | 92,05 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 253 CHF | 138 303 CHF | 98,29% | 98,29% |
09/08/2024 | 0,76% | 91,43 % | 92,13 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 058 CHF | 139 108 CHF | 100,00% | 100,00% |
08/08/2024 | 0,76% | 91,83 % | 92,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 678 CHF | 138 728 CHF | 99,88% | 99,88% |
07/08/2024 | 0,75% | 93,05 % | 93,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 122 CHF | 140 172 CHF | 99,40% | 99,40% |
06/08/2024 | 0,77% | 90,73 % | 91,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 211 CHF | 137 261 CHF | 100,00% | 100,00% |
02/08/2024 | 0,75% | 92,77 % | 93,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 301 CHF | 141 351 CHF | 99,98% | 99,98% |
30/07/2024 | 0,74% | 93,28 % | 93,98 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 501 CHF | 142 551 CHF | 99,65% | 99,65% |