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 | 0,68% | 102,40 % | 103,10 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 488 CHF | 154 538 CHF | 100,00% | 100,00% |
14/08/2024 | 0,68% | 102,28 % | 102,98 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 331 CHF | 154 381 CHF | 98,22% | 98,22% |
13/08/2024 | 0,68% | 101,98 % | 102,68 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 941 CHF | 153 991 CHF | 100,00% | 100,00% |
12/08/2024 | 0,68% | 102,08 % | 102,78 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 045 CHF | 154 095 CHF | 98,30% | 98,30% |
09/08/2024 | 0,68% | 101,83 % | 102,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 819 CHF | 153 869 CHF | 100,00% | 100,00% |
08/08/2024 | 0,69% | 101,68 % | 102,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 381 CHF | 153 431 CHF | 99,91% | 99,91% |
07/08/2024 | 0,69% | 101,95 % | 102,65 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 583 CHF | 153 633 CHF | 99,41% | 99,41% |
06/08/2024 | 0,69% | 101,27 % | 101,97 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 119 CHF | 153 169 CHF | 100,00% | 100,00% |
02/08/2024 | 0,68% | 102,35 % | 103,05 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 842 CHF | 154 892 CHF | 99,95% | 99,95% |
30/07/2024 | 0,68% | 102,70 % | 103,40 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 044 CHF | 155 094 CHF | 100,00% | 100,00% |