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 | 149 041 CHF | 150 091 CHF | 100,00% | 100,00% |
14/08/2024 | 0,71% | 98,94 % | 99,64 % | 150 000 | 150 000 | 150 000 | 149 984 | 148 267 CHF | 149 301 CHF | 98,23% | 98,23% |
13/08/2024 | 0,71% | 98,46 % | 99,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 676 CHF | 148 726 CHF | 100,00% | 100,00% |
12/08/2024 | 0,71% | 98,54 % | 99,24 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 696 CHF | 148 746 CHF | 98,29% | 98,29% |
09/08/2024 | 0,71% | 98,05 % | 98,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 760 CHF | 147 810 CHF | 100,00% | 100,00% |
08/08/2024 | 0,72% | 97,51 % | 98,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 134 CHF | 147 184 CHF | 99,89% | 99,89% |
07/08/2024 | 0,72% | 97,51 % | 98,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 697 CHF | 146 747 CHF | 99,40% | 99,40% |
06/08/2024 | 0,73% | 95,93 % | 96,63 % | 150 000 | 150 000 | 150 000 | 149 991 | 143 648 CHF | 144 689 CHF | 100,00% | 100,00% |
02/08/2024 | 0,71% | 96,94 % | 97,64 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 579 CHF | 147 629 CHF | 99,96% | 99,96% |
30/07/2024 | 0,68% | 102,21 % | 102,91 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 129 CHF | 154 179 CHF | 100,00% | 100,00% |