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 | 0,48% | 104,00 % | 104,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 155 470 CHF | 156 220 CHF | 100,00% | 100,00% |
14/08/2024 | 0,48% | 103,62 % | 104,12 % | 150 000 | 150 000 | 150 000 | 150 000 | 155 073 CHF | 155 823 CHF | 98,22% | 98,22% |
13/08/2024 | 0,49% | 102,68 % | 103,18 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 570 CHF | 154 320 CHF | 100,00% | 100,00% |
12/08/2024 | 0,49% | 102,42 % | 102,92 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 704 CHF | 154 454 CHF | 98,29% | 98,29% |
09/08/2024 | 0,49% | 102,18 % | 102,68 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 286 CHF | 154 036 CHF | 100,00% | 100,00% |
08/08/2024 | 0,49% | 101,84 % | 102,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 019 CHF | 152 769 CHF | 99,88% | 99,88% |
07/08/2024 | 0,49% | 102,09 % | 102,59 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 731 CHF | 153 481 CHF | 99,39% | 99,39% |
06/08/2024 | 0,50% | 100,62 % | 101,12 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 613 CHF | 151 363 CHF | 99,97% | 99,97% |
02/08/2024 | 0,49% | 101,25 % | 101,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 743 CHF | 153 493 CHF | 99,93% | 99,93% |
30/07/2024 | 0,48% | 102,99 % | 103,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 661 CHF | 155 411 CHF | 100,00% | 100,00% |