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 | 0,69% | 101,53 % | 102,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 313 CHF | 153 363 CHF | 100,00% | 100,00% |
14/08/2024 | 0,69% | 101,46 % | 102,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 092 CHF | 153 142 CHF | 98,24% | 98,24% |
13/08/2024 | 0,69% | 101,24 % | 101,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 793 CHF | 152 843 CHF | 100,00% | 100,00% |
12/08/2024 | 0,69% | 101,17 % | 101,87 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 793 CHF | 152 843 CHF | 98,30% | 98,30% |
09/08/2024 | 0,69% | 101,19 % | 101,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 734 CHF | 152 784 CHF | 100,00% | 100,00% |
08/08/2024 | 0,69% | 101,04 % | 101,74 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 374 CHF | 152 424 CHF | 99,90% | 99,90% |
07/08/2024 | 0,69% | 101,11 % | 101,81 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 487 CHF | 152 537 CHF | 99,41% | 99,41% |
06/08/2024 | 0,70% | 100,49 % | 101,19 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 506 CHF | 151 556 CHF | 100,00% | 100,00% |
02/08/2024 | 0,69% | 101,19 % | 101,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 072 CHF | 153 122 CHF | 100,00% | 100,00% |
30/07/2024 | 0,69% | 101,48 % | 102,18 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 225 CHF | 153 275 CHF | 100,00% | 100,00% |