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 | 0,70% | 99,58 % | 100,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 543 CHF | 150 593 CHF | 100,00% | 100,00% |
14/08/2024 | 0,70% | 99,62 % | 100,32 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 289 CHF | 150 339 CHF | 98,22% | 98,22% |
13/08/2024 | 0,70% | 99,55 % | 100,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 080 CHF | 150 130 CHF | 100,00% | 100,00% |
12/08/2024 | 0,69% | 100,84 % | 101,54 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 218 CHF | 152 268 CHF | 98,30% | 98,30% |
09/08/2024 | 0,69% | 100,81 % | 101,51 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 152 CHF | 152 202 CHF | 100,00% | 100,00% |
08/08/2024 | 0,69% | 100,48 % | 101,18 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 615 CHF | 151 665 CHF | 99,90% | 99,90% |
07/08/2024 | 0,69% | 100,72 % | 101,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 827 CHF | 151 877 CHF | 99,41% | 99,41% |
06/08/2024 | 0,70% | 100,20 % | 100,90 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 594 CHF | 150 644 CHF | 100,00% | 100,00% |
02/08/2024 | 0,69% | 100,69 % | 101,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 119 CHF | 152 169 CHF | 100,00% | 100,00% |
30/07/2024 | 0,69% | 100,54 % | 101,24 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 776 CHF | 151 826 CHF | 100,00% | 100,00% |