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% | 101,03 % | 101,80 % | 197 000 | 196 000 | 197 388 | 196 000 | 199 400 CHF | 199 507 CHF | 100,00% | 100,00% |
14/08/2024 | 0,76% | 101,16 % | 101,93 % | 197 000 | 196 000 | 197 000 | 196 000 | 199 153 CHF | 199 651 CHF | 100,00% | 100,00% |
13/08/2024 | 0,76% | 101,13 % | 101,90 % | 197 000 | 196 000 | 197 066 | 196 000 | 199 259 CHF | 199 690 CHF | 100,00% | 100,00% |
12/08/2024 | 0,76% | 101,24 % | 102,01 % | 197 000 | 196 000 | 197 000 | 195 687 | 199 523 CHF | 199 700 CHF | 100,00% | 100,00% |
09/08/2024 | 0,76% | 101,39 % | 102,16 % | 197 000 | 195 000 | 196 704 | 195 201 | 199 425 CHF | 199 404 CHF | 100,00% | 100,00% |
08/08/2024 | 0,76% | 101,59 % | 102,36 % | 196 000 | 195 000 | 196 959 | 195 413 | 199 471 CHF | 199 409 CHF | 99,99% | 99,99% |
07/08/2024 | 0,76% | 101,44 % | 102,21 % | 197 000 | 195 000 | 197 058 | 195 312 | 199 677 CHF | 199 411 CHF | 100,00% | 100,00% |
06/08/2024 | 0,75% | 101,01 % | 101,78 % | 198 000 | 196 000 | 197 953 | 196 130 | 199 689 CHF | 199 331 CHF | 100,00% | 100,00% |
02/08/2024 | 0,76% | 101,16 % | 101,93 % | 197 000 | 196 000 | 197 000 | 195 918 | 199 447 CHF | 199 860 CHF | 99,98% | 99,98% |
30/07/2024 | 0,76% | 101,16 % | 101,93 % | 197 000 | 196 000 | 197 000 | 195 954 | 199 338 CHF | 199 789 CHF | 100,00% | 100,00% |