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% | 106,50 % | 107,31 % | 187 000 | 186 000 | 187 664 | 186 000 | 199 558 CHF | 199 287 CHF | 100,00% | 100,00% |
14/08/2024 | 0,74% | 106,04 % | 106,83 % | 188 000 | 187 000 | 188 000 | 186 881 | 199 403 CHF | 199 695 CHF | 100,00% | 100,00% |
13/08/2024 | 0,74% | 105,94 % | 106,73 % | 188 000 | 187 000 | 188 579 | 187 000 | 199 581 CHF | 199 387 CHF | 99,98% | 99,98% |
12/08/2024 | 0,74% | 105,83 % | 106,62 % | 188 000 | 187 000 | 188 827 | 187 000 | 199 749 CHF | 199 293 CHF | 99,98% | 99,98% |
09/08/2024 | 0,75% | 105,46 % | 106,25 % | 189 000 | 188 000 | 189 000 | 188 000 | 199 343 CHF | 199 773 CHF | 99,99% | 99,99% |
08/08/2024 | 0,75% | 105,12 % | 105,91 % | 190 000 | 188 000 | 189 749 | 188 229 | 199 478 CHF | 199 367 CHF | 100,00% | 100,00% |
07/08/2024 | 0,75% | 105,33 % | 106,12 % | 189 000 | 188 000 | 189 157 | 187 615 | 199 560 CHF | 199 414 CHF | 99,94% | 99,94% |
06/08/2024 | 0,75% | 104,60 % | 105,39 % | 191 000 | 189 000 | 190 389 | 189 011 | 199 440 CHF | 199 491 CHF | 99,99% | 99,99% |
02/08/2024 | 0,75% | 105,12 % | 105,91 % | 190 000 | 188 000 | 188 804 | 187 372 | 199 436 CHF | 199 404 CHF | 99,96% | 99,96% |
30/07/2024 | 0,75% | 106,38 % | 107,19 % | 188 000 | 186 000 | 187 960 | 186 000 | 199 851 CHF | 199 256 CHF | 100,00% | 100,00% |