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 | 1,00% | 99,39 % | 100,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 531 CHF | 150 031 CHF | 100,00% | 100,00% |
14/08/2024 | 1,01% | 98,46 % | 99,46 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 701 CHF | 149 201 CHF | 98,21% | 98,21% |
13/08/2024 | 1,01% | 98,42 % | 99,42 % | 150 000 | 150 000 | 150 000 | 149 909 | 147 226 CHF | 148 636 CHF | 100,00% | 100,00% |
12/08/2024 | 1,02% | 97,81 % | 98,81 % | 150 000 | 150 000 | 150 000 | 149 963 | 146 544 CHF | 148 007 CHF | 98,30% | 98,30% |
09/08/2024 | 1,02% | 97,24 % | 98,24 % | 150 000 | 150 000 | 150 000 | 149 731 | 145 995 CHF | 147 231 CHF | 99,99% | 99,99% |
08/08/2024 | 0,94% | 96,57 % | 97,57 % | 150 000 | 150 000 | 173 122 | 172 989 | 166 424 CHF | 167 882 CHF | 99,91% | 99,91% |
07/08/2024 | 0,84% | 95,65 % | 96,45 % | 150 000 | 150 000 | 150 000 | 149 882 | 142 936 CHF | 144 023 CHF | 99,41% | 99,41% |
06/08/2024 | 0,75% | 93,76 % | 94,46 % | 150 000 | 150 000 | 150 000 | 149 897 | 139 877 CHF | 140 831 CHF | 99,94% | 99,94% |
02/08/2024 | 0,72% | 96,11 % | 96,81 % | 150 000 | 150 000 | 150 000 | 149 931 | 145 305 CHF | 146 287 CHF | 99,93% | 99,93% |
30/07/2024 | 0,71% | 98,64 % | 99,34 % | 150 000 | 150 000 | 150 000 | 149 899 | 148 091 CHF | 149 041 CHF | 100,00% | 100,00% |