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% | 84,84 % | 85,48 % | 176 000 | 175 000 | 178 331 | 176 992 | 149 577 CHF | 149 567 CHF | 100,00% | 100,00% |
14/08/2024 | 0,74% | 83,44 % | 84,07 % | 179 000 | 178 000 | 177 135 | 175 697 | 149 558 CHF | 149 452 CHF | 100,00% | 100,00% |
13/08/2024 | 0,75% | 83,18 % | 83,81 % | 180 000 | 178 000 | 181 694 | 180 285 | 149 633 CHF | 149 588 CHF | 100,00% | 100,00% |
12/08/2024 | 0,74% | 82,43 % | 83,05 % | 181 000 | 180 000 | 182 465 | 181 003 | 149 610 CHF | 149 519 CHF | 99,98% | 99,98% |
09/08/2024 | 0,75% | 81,81 % | 82,42 % | 183 000 | 181 000 | 180 294 | 178 874 | 149 631 CHF | 149 574 CHF | 100,00% | 100,00% |
08/08/2024 | 0,75% | 81,86 % | 82,47 % | 183 000 | 181 000 | 186 827 | 185 538 | 149 540 CHF | 149 629 CHF | 99,96% | 99,96% |
07/08/2024 | 0,74% | 82,16 % | 82,78 % | 182 000 | 181 000 | 183 023 | 181 623 | 149 558 CHF | 149 522 CHF | 100,00% | 100,00% |
06/08/2024 | 0,75% | 79,92 % | 80,52 % | 187 000 | 100 000 | 185 384 | 171 723 | 149 633 CHF | 139 721 CHF | 99,92% | 99,92% |
02/08/2024 | 0,75% | 84,85 % | 85,49 % | 176 000 | 175 000 | 177 019 | 175 642 | 149 586 CHF | 149 542 CHF | 99,85% | 99,85% |
30/07/2024 | 0,76% | 95,55 % | 96,26 % | 156 000 | 155 000 | 156 004 | 154 908 | 149 699 CHF | 149 777 CHF | 100,00% | 100,00% |