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 | 0,70% | 99,61 % | 100,31 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 461 CHF | 150 511 CHF | 100,00% | 100,00% |
14/08/2024 | 0,70% | 100,01 % | 100,71 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 002 CHF | 151 052 CHF | 98,23% | 98,23% |
13/08/2024 | 0,70% | 99,97 % | 100,67 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 741 CHF | 150 791 CHF | 100,00% | 100,00% |
12/08/2024 | 0,70% | 99,84 % | 100,54 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 785 CHF | 150 835 CHF | 98,29% | 98,29% |
09/08/2024 | 0,70% | 99,87 % | 100,57 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 784 CHF | 150 834 CHF | 100,00% | 100,00% |
08/08/2024 | 0,70% | 99,85 % | 100,55 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 742 CHF | 150 792 CHF | 99,89% | 99,89% |
07/08/2024 | 0,70% | 99,87 % | 100,57 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 734 CHF | 150 784 CHF | 99,40% | 99,40% |
06/08/2024 | 0,70% | 99,51 % | 100,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 339 CHF | 150 389 CHF | 100,00% | 100,00% |
02/08/2024 | 0,70% | 99,77 % | 100,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 708 CHF | 150 758 CHF | 100,00% | 100,00% |
30/07/2024 | 0,70% | 99,87 % | 100,57 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 798 CHF | 150 848 CHF | 100,00% | 100,00% |