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% | 98,89 % | 99,63 % | 202 000 | 200 000 | 201 040 | 199 842 | 199 232 CHF | 199 543 CHF | 99,99% | 99,99% |
14/08/2024 | 0,75% | 99,26 % | 100,01 % | 201 000 | 199 000 | 201 027 | 199 919 | 199 284 CHF | 199 681 CHF | 99,98% | 99,98% |
13/08/2024 | 0,75% | 98,79 % | 99,53 % | 202 000 | 200 000 | 202 235 | 200 880 | 199 450 CHF | 199 601 CHF | 100,00% | 100,00% |
12/08/2024 | 0,75% | 98,64 % | 99,38 % | 202 000 | 201 000 | 202 783 | 201 000 | 199 613 CHF | 199 346 CHF | 100,00% | 100,00% |
09/08/2024 | 0,75% | 98,37 % | 99,11 % | 203 000 | 201 000 | 202 740 | 201 072 | 199 564 CHF | 199 411 CHF | 100,00% | 100,00% |
08/08/2024 | 0,75% | 98,18 % | 98,92 % | 203 000 | 202 000 | 203 671 | 202 268 | 199 436 CHF | 199 560 CHF | 99,97% | 99,97% |
07/08/2024 | 0,75% | 98,65 % | 99,39 % | 202 000 | 201 000 | 203 443 | 202 233 | 199 343 CHF | 199 652 CHF | 99,94% | 99,94% |
06/08/2024 | 0,75% | 97,19 % | 97,92 % | 205 000 | 204 000 | 205 922 | 204 439 | 199 477 CHF | 199 534 CHF | 99,97% | 99,97% |
02/08/2024 | 0,75% | 97,93 % | 98,67 % | 204 000 | 202 000 | 203 225 | 201 652 | 199 522 CHF | 199 469 CHF | 99,96% | 99,96% |
30/07/2024 | 0,75% | 99,33 % | 100,08 % | 201 000 | 199 000 | 201 000 | 199 000 | 199 810 CHF | 199 314 CHF | 100,00% | 100,00% |