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 | 0,72% | 97,26 % | 97,96 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 702 CHF | 146 752 CHF | 100,00% | 100,00% |
14/08/2024 | 0,71% | 97,61 % | 98,31 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 341 CHF | 147 391 CHF | 98,23% | 98,23% |
13/08/2024 | 0,72% | 97,29 % | 97,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 635 CHF | 146 685 CHF | 100,00% | 100,00% |
12/08/2024 | 0,72% | 96,84 % | 97,54 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 236 CHF | 146 286 CHF | 98,30% | 98,30% |
09/08/2024 | 0,72% | 97,01 % | 97,71 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 829 CHF | 146 879 CHF | 100,00% | 100,00% |
08/08/2024 | 0,72% | 96,91 % | 97,61 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 844 CHF | 145 894 CHF | 99,90% | 99,90% |
07/08/2024 | 0,72% | 97,50 % | 98,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 319 CHF | 146 369 CHF | 95,45% | 95,45% |
06/08/2024 | 0,73% | 95,36 % | 96,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 107 CHF | 144 157 CHF | 50,86% | 50,86% |
02/08/2024 | 0,71% | 97,15 % | 97,85 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 491 CHF | 147 541 CHF | 99,92% | 99,92% |
30/07/2024 | 0,71% | 98,22 % | 98,92 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 389 CHF | 148 439 CHF | 100,00% | 100,00% |