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 | 0,68% | 102,75 % | 103,45 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 039 CHF | 155 089 CHF | 100,00% | 100,00% |
14/08/2024 | 0,68% | 102,65 % | 103,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 946 CHF | 154 996 CHF | 98,22% | 98,22% |
13/08/2024 | 0,68% | 102,68 % | 103,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 895 CHF | 154 945 CHF | 100,00% | 100,00% |
12/08/2024 | 0,68% | 102,52 % | 103,22 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 866 CHF | 154 916 CHF | 98,28% | 98,28% |
09/08/2024 | 0,68% | 102,33 % | 103,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 557 CHF | 154 607 CHF | 100,00% | 100,00% |
08/08/2024 | 0,68% | 102,20 % | 102,90 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 975 CHF | 154 025 CHF | 99,89% | 99,89% |
07/08/2024 | 0,68% | 102,18 % | 102,88 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 160 CHF | 154 210 CHF | 99,41% | 99,41% |
06/08/2024 | 0,69% | 101,93 % | 102,63 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 563 CHF | 153 613 CHF | 99,91% | 99,91% |
02/08/2024 | 0,68% | 102,43 % | 103,13 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 920 CHF | 154 970 CHF | 99,96% | 99,96% |
30/07/2024 | 0,68% | 102,71 % | 103,41 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 047 CHF | 155 097 CHF | 100,00% | 100,00% |