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% | 100,26 % | 101,01 % | 199 000 | 198 000 | 199 107 | 197 606 | 199 464 CHF | 199 442 CHF | 99,98% | 99,98% |
14/08/2024 | 0,75% | 100,01 % | 100,76 % | 199 000 | 198 000 | 200 002 | 198 639 | 199 406 CHF | 199 537 CHF | 100,00% | 100,00% |
13/08/2024 | 0,75% | 99,38 % | 100,13 % | 201 000 | 199 000 | 201 203 | 199 486 | 199 552 CHF | 199 345 CHF | 99,95% | 99,95% |
12/08/2024 | 0,75% | 99,17 % | 99,92 % | 201 000 | 200 000 | 200 784 | 199 311 | 199 535 CHF | 199 566 CHF | 100,00% | 100,00% |
09/08/2024 | 0,75% | 99,17 % | 99,92 % | 201 000 | 200 000 | 200 778 | 199 149 | 199 530 CHF | 199 404 CHF | 99,95% | 99,95% |
08/08/2024 | 0,75% | 99,25 % | 100,00 % | 201 000 | 200 000 | 202 914 | 201 445 | 199 470 CHF | 199 512 CHF | 99,98% | 99,98% |
07/08/2024 | 0,75% | 98,91 % | 99,66 % | 202 000 | 200 000 | 200 118 | 198 514 | 199 558 CHF | 199 448 CHF | 99,99% | 99,99% |
06/08/2024 | 0,75% | 98,26 % | 98,99 % | 203 000 | 202 000 | 203 013 | 201 513 | 199 516 CHF | 199 531 CHF | 99,96% | 99,96% |
02/08/2024 | 0,75% | 99,76 % | 100,51 % | 200 000 | 198 000 | 199 380 | 197 971 | 199 435 CHF | 199 510 CHF | 99,94% | 99,94% |
30/07/2024 | 0,75% | 99,96 % | 100,71 % | 200 000 | 198 000 | 200 043 | 198 309 | 199 650 CHF | 199 406 CHF | 99,99% | 99,99% |