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 | 0,52% | 102,20 % | 102,70 % | 500 000 | 500 000 | 143 757 | 143 757 | 146 867 CHF | 147 596 CHF | 99,82% | 99,82% |
14/08/2024 | 0,51% | 101,90 % | 102,40 % | 500 000 | 500 000 | 144 805 | 144 805 | 147 652 CHF | 148 381 CHF | 99,50% | 99,50% |
13/08/2024 | 0,51% | 102,00 % | 102,50 % | 500 000 | 500 000 | 145 131 | 145 131 | 148 046 CHF | 148 775 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 102,00 % | 102,50 % | 500 000 | 500 000 | 144 816 | 144 816 | 147 728 CHF | 148 456 CHF | 99,85% | 99,85% |
09/08/2024 | 0,50% | 101,80 % | 102,30 % | 500 000 | 500 000 | 145 499 | 145 499 | 148 104 CHF | 148 833 CHF | 99,62% | 99,62% |
08/08/2024 | 0,51% | 101,80 % | 102,30 % | 500 000 | 500 000 | 145 024 | 145 024 | 147 631 CHF | 148 360 CHF | 100,00% | 100,00% |
07/08/2024 | 0,31% | 101,60 % | 101,90 % | 500 000 | 500 000 | 144 875 | 144 875 | 147 192 CHF | 147 632 CHF | 99,99% | 99,99% |
06/08/2024 | 0,51% | 101,30 % | 101,80 % | 500 000 | 500 000 | 145 021 | 145 021 | 146 742 CHF | 147 471 CHF | 99,97% | 99,97% |
02/08/2024 | 0,51% | 101,60 % | 102,10 % | 500 000 | 500 000 | 149 580 | 149 580 | 152 112 CHF | 152 864 CHF | 95,50% | 95,50% |
30/07/2024 | 0,51% | 101,50 % | 102,00 % | 500 000 | 500 000 | 145 127 | 145 127 | 147 341 CHF | 148 070 CHF | 100,00% | 100,00% |