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 | 0,75% | 89,58 % | 90,25 % | 223 000 | 221 000 | 223 231 | 221 549 | 199 580 CHF | 199 560 CHF | 99,99% | 99,99% |
14/08/2024 | 0,75% | 92,29 % | 92,98 % | 216 000 | 215 000 | 215 944 | 214 363 | 199 521 CHF | 199 543 CHF | 99,97% | 99,97% |
13/08/2024 | 0,75% | 86,83 % | 87,48 % | 230 000 | 228 000 | 230 837 | 229 115 | 199 572 CHF | 199 572 CHF | 99,97% | 99,97% |
12/08/2024 | 0,74% | 87,52 % | 88,18 % | 228 000 | 226 000 | 228 798 | 226 991 | 199 576 CHF | 199 480 CHF | 100,00% | 100,00% |
09/08/2024 | 0,75% | 86,79 % | 87,44 % | 230 000 | 228 000 | 229 626 | 227 809 | 199 591 CHF | 199 493 CHF | 99,98% | 99,98% |
08/08/2024 | 0,75% | 85,84 % | 86,49 % | 232 000 | 231 000 | 236 000 | 234 243 | 199 594 CHF | 199 595 CHF | 99,91% | 99,91% |
07/08/2024 | 0,75% | 85,81 % | 86,46 % | 233 000 | 231 000 | 233 615 | 231 857 | 199 564 CHF | 199 560 CHF | 99,97% | 99,97% |
06/08/2024 | 0,74% | 84,17 % | 84,80 % | 237 000 | 235 000 | 236 316 | 234 617 | 199 544 CHF | 199 589 CHF | 99,86% | 99,86% |
02/08/2024 | 0,75% | 84,99 % | 85,63 % | 235 000 | 233 000 | 232 864 | 231 232 | 199 514 CHF | 199 612 CHF | 99,92% | 99,92% |
30/07/2024 | 0,75% | 87,43 % | 88,08 % | 228 000 | 227 000 | 228 013 | 226 192 | 199 622 CHF | 199 517 CHF | 99,99% | 99,99% |