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% | 99,52 % | 100,27 % | 150 000 | 149 000 | 150 556 | 149 451 | 149 576 CHF | 149 600 CHF | 99,99% | 99,99% |
14/08/2024 | 0,76% | 98,94 % | 99,69 % | 151 000 | 150 000 | 151 075 | 150 037 | 149 473 CHF | 149 571 CHF | 100,00% | 100,00% |
13/08/2024 | 0,74% | 98,03 % | 98,76 % | 153 000 | 151 000 | 152 341 | 151 102 | 149 432 CHF | 149 322 CHF | 100,00% | 100,00% |
12/08/2024 | 0,75% | 98,21 % | 98,94 % | 152 000 | 151 000 | 152 019 | 151 000 | 149 357 CHF | 149 465 CHF | 100,00% | 100,00% |
09/08/2024 | 0,75% | 98,03 % | 98,76 % | 153 000 | 151 000 | 152 216 | 151 060 | 149 453 CHF | 149 429 CHF | 99,98% | 99,98% |
08/08/2024 | 0,75% | 97,17 % | 97,90 % | 154 000 | 153 000 | 153 480 | 152 285 | 149 584 CHF | 149 533 CHF | 99,99% | 99,99% |
07/08/2024 | 0,75% | 98,70 % | 99,45 % | 151 000 | 150 000 | 151 924 | 150 800 | 149 328 CHF | 149 344 CHF | 99,96% | 99,96% |
06/08/2024 | 0,75% | 96,31 % | 97,04 % | 155 000 | 154 000 | 154 928 | 153 749 | 149 495 CHF | 149 480 CHF | 99,97% | 99,97% |
02/08/2024 | 0,75% | 97,94 % | 98,67 % | 153 000 | 152 000 | 151 472 | 150 340 | 149 395 CHF | 149 398 CHF | 99,94% | 99,94% |
30/07/2024 | 0,75% | 100,91 % | 101,66 % | 148 000 | 147 000 | 147 925 | 146 805 | 149 565 CHF | 149 555 CHF | 100,00% | 100,00% |