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% | 102,27 % | 103,04 % | 195 000 | 194 000 | 195 000 | 194 000 | 199 426 CHF | 199 898 CHF | 100,00% | 100,00% |
14/08/2024 | 0,75% | 102,26 % | 103,03 % | 195 000 | 194 000 | 194 681 | 193 297 | 199 355 CHF | 199 425 CHF | 100,00% | 100,00% |
13/08/2024 | 0,75% | 102,46 % | 103,23 % | 195 000 | 193 000 | 195 000 | 193 000 | 199 797 CHF | 199 234 CHF | 100,00% | 100,00% |
12/08/2024 | 0,75% | 102,45 % | 103,22 % | 195 000 | 193 000 | 195 000 | 193 000 | 199 778 CHF | 199 215 CHF | 100,00% | 100,00% |
09/08/2024 | 0,75% | 101,62 % | 102,39 % | 196 000 | 195 000 | 195 217 | 194 073 | 199 403 CHF | 199 729 CHF | 100,00% | 100,00% |
08/08/2024 | 0,76% | 102,25 % | 103,02 % | 195 000 | 194 000 | 196 454 | 194 942 | 199 530 CHF | 199 495 CHF | 99,91% | 99,91% |
07/08/2024 | 0,75% | 101,81 % | 102,58 % | 196 000 | 194 000 | 197 035 | 195 645 | 199 432 CHF | 199 519 CHF | 100,00% | 100,00% |
06/08/2024 | 0,74% | 100,77 % | 101,52 % | 198 000 | 197 000 | 198 456 | 196 965 | 199 558 CHF | 199 537 CHF | 100,00% | 100,00% |
02/08/2024 | 0,75% | 100,12 % | 100,87 % | 199 000 | 198 000 | 198 508 | 196 918 | 199 538 CHF | 199 428 CHF | 99,99% | 99,99% |
30/07/2024 | 0,76% | 101,55 % | 102,32 % | 196 000 | 195 000 | 196 931 | 195 401 | 199 502 CHF | 199 457 CHF | 100,00% | 100,00% |