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 | 1,00% | 99,90 % | 100,90 % | 500 000 | 500 000 | 148 081 | 148 081 | 147 959 CHF | 149 440 CHF | 100,00% | 100,00% |
14/08/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 152 532 | 152 532 | 152 065 CHF | 153 591 CHF | 95,64% | 95,64% |
13/08/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 148 091 | 148 091 | 147 930 CHF | 149 116 CHF | 100,00% | 100,00% |
12/08/2024 | 0,84% | 99,20 % | 100,00 % | 500 000 | 500 000 | 145 799 | 145 799 | 144 570 CHF | 145 744 CHF | 99,82% | 99,82% |
09/08/2024 | 1,01% | 99,00 % | 100,00 % | 500 000 | 500 000 | 147 569 | 147 569 | 146 182 CHF | 147 660 CHF | 100,00% | 100,00% |
08/08/2024 | 1,01% | 101,10 % | 102,10 % | 500 000 | 500 000 | 147 021 | 147 021 | 148 559 CHF | 150 035 CHF | 100,00% | 100,00% |
07/08/2024 | 0,80% | 100,40 % | 101,20 % | 500 000 | 500 000 | 147 803 | 147 803 | 148 401 CHF | 149 585 CHF | 100,00% | 100,00% |
06/08/2024 | 0,82% | 99,60 % | 100,40 % | 500 000 | 500 000 | 147 002 | 147 002 | 146 164 CHF | 147 345 CHF | 100,00% | 100,00% |
02/08/2024 | 1,01% | 101,50 % | 102,50 % | 500 000 | 500 000 | 146 460 | 146 460 | 149 126 CHF | 150 599 CHF | 100,00% | 100,00% |
30/07/2024 | 0,98% | 101,90 % | 102,90 % | 500 000 | 500 000 | 148 268 | 148 268 | 151 038 CHF | 152 521 CHF | 100,00% | 100,00% |