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% | 100,65 % | 101,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 976 CHF | 152 026 CHF | 100,00% | 100,00% |
14/08/2024 | 0,69% | 100,50 % | 101,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 718 CHF | 151 768 CHF | 98,23% | 98,23% |
13/08/2024 | 0,70% | 100,59 % | 101,29 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 533 CHF | 151 583 CHF | 100,00% | 100,00% |
12/08/2024 | 0,70% | 100,21 % | 100,91 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 772 CHF | 150 822 CHF | 98,30% | 98,30% |
09/08/2024 | 0,69% | 100,27 % | 100,97 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 561 CHF | 151 611 CHF | 100,00% | 100,00% |
08/08/2024 | 0,68% | 102,47 % | 103,17 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 586 CHF | 154 636 CHF | 99,90% | 99,90% |
07/08/2024 | 0,68% | 102,79 % | 103,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 534 CHF | 154 584 CHF | 86,85% | 86,85% |
06/08/2024 | 0,69% | 101,15 % | 101,85 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 557 CHF | 152 607 CHF | 100,00% | 100,00% |
02/08/2024 | 0,68% | 101,88 % | 102,58 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 916 CHF | 153 966 CHF | 100,00% | 100,00% |
30/07/2024 | 0,68% | 101,97 % | 102,67 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 993 CHF | 154 043 CHF | 100,00% | 100,00% |