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 | 0,74% | 103,63 % | 104,41 % | 192 000 | 191 000 | 192 690 | 191 070 | 199 503 CHF | 199 303 CHF | 100,00% | 100,00% |
14/08/2024 | 0,74% | 103,63 % | 104,41 % | 192 000 | 191 000 | 192 822 | 191 807 | 199 289 CHF | 199 721 CHF | 100,00% | 100,00% |
13/08/2024 | 0,74% | 103,28 % | 104,05 % | 193 000 | 192 000 | 193 068 | 192 000 | 199 174 CHF | 199 551 CHF | 99,98% | 99,98% |
12/08/2024 | 0,74% | 103,30 % | 104,07 % | 193 000 | 192 000 | 193 512 | 192 014 | 199 545 CHF | 199 479 CHF | 100,00% | 100,00% |
09/08/2024 | 0,74% | 103,28 % | 104,05 % | 193 000 | 192 000 | 193 379 | 192 000 | 199 356 CHF | 199 413 CHF | 99,99% | 99,99% |
08/08/2024 | 0,74% | 103,33 % | 104,10 % | 193 000 | 192 000 | 193 307 | 191 924 | 199 422 CHF | 199 475 CHF | 99,97% | 99,97% |
07/08/2024 | 0,75% | 103,40 % | 104,17 % | 193 000 | 191 000 | 193 827 | 192 246 | 199 532 CHF | 199 384 CHF | 100,00% | 100,00% |
06/08/2024 | 0,75% | 102,76 % | 103,53 % | 194 000 | 193 000 | 194 304 | 192 746 | 199 532 CHF | 199 416 CHF | 99,97% | 99,97% |
02/08/2024 | 0,74% | 103,26 % | 104,03 % | 193 000 | 192 000 | 193 205 | 191 978 | 199 458 CHF | 199 670 CHF | 99,94% | 99,94% |
30/07/2024 | 0,74% | 103,54 % | 104,31 % | 193 000 | 191 000 | 193 180 | 191 565 | 199 654 CHF | 199 460 CHF | 100,00% | 100,00% |