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 | 0,76% | 101,44 % | 102,21 % | 197 000 | 195 000 | 197 000 | 195 321 | 199 616 CHF | 199 419 CHF | 99,99% | 99,99% |
14/08/2024 | 0,76% | 101,14 % | 101,91 % | 197 000 | 196 000 | 197 000 | 195 930 | 199 268 CHF | 199 695 CHF | 99,98% | 99,98% |
13/08/2024 | 0,76% | 101,13 % | 101,90 % | 197 000 | 196 000 | 197 218 | 196 000 | 199 352 CHF | 199 630 CHF | 100,00% | 100,00% |
12/08/2024 | 0,75% | 101,29 % | 102,06 % | 197 000 | 195 000 | 197 344 | 196 050 | 199 328 CHF | 199 521 CHF | 99,99% | 99,99% |
09/08/2024 | 0,75% | 100,95 % | 101,71 % | 198 000 | 196 000 | 198 000 | 196 000 | 199 881 CHF | 199 352 CHF | 100,00% | 100,00% |
08/08/2024 | 0,74% | 100,89 % | 101,64 % | 198 000 | 196 000 | 197 976 | 196 210 | 199 674 CHF | 199 365 CHF | 100,00% | 100,00% |
07/08/2024 | 0,75% | 101,03 % | 101,80 % | 197 000 | 196 000 | 198 091 | 196 436 | 199 530 CHF | 199 342 CHF | 100,00% | 100,00% |
06/08/2024 | 0,74% | 100,38 % | 101,13 % | 199 000 | 197 000 | 198 652 | 196 887 | 199 664 CHF | 199 368 CHF | 99,97% | 99,97% |
02/08/2024 | 0,76% | 101,01 % | 101,78 % | 198 000 | 196 000 | 197 043 | 195 484 | 199 633 CHF | 199 557 CHF | 99,99% | 99,99% |
30/07/2024 | 0,76% | 101,52 % | 102,29 % | 197 000 | 195 000 | 196 793 | 195 000 | 199 789 CHF | 199 470 CHF | 100,00% | 100,00% |