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 | 0,51% | 99,07 % | 99,57 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 110 CHF | 148 860 CHF | 100,00% | 100,00% |
14/08/2024 | 0,51% | 98,99 % | 99,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 044 CHF | 148 794 CHF | 97,28% | 97,28% |
13/08/2024 | 0,52% | 97,23 % | 97,73 % | 150 000 | 150 000 | 150 000 | 149 976 | 145 074 CHF | 145 801 CHF | 71,40% | 71,40% |
12/08/2024 | 0,50% | 98,85 % | 99,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 301 CHF | 149 051 CHF | 98,29% | 98,29% |
09/08/2024 | 0,51% | 98,61 % | 99,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 779 CHF | 148 529 CHF | 100,00% | 100,00% |
08/08/2024 | 0,51% | 98,02 % | 98,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 004 CHF | 146 754 CHF | 99,83% | 99,83% |
07/08/2024 | 0,51% | 98,06 % | 98,56 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 698 CHF | 147 448 CHF | 99,40% | 99,40% |
06/08/2024 | 0,52% | 96,87 % | 97,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 761 CHF | 145 511 CHF | 100,00% | 100,00% |
02/08/2024 | 0,51% | 97,56 % | 98,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 328 CHF | 148 078 CHF | 99,95% | 99,95% |
30/07/2024 | 0,50% | 98,92 % | 99,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 535 CHF | 149 285 CHF | 100,00% | 100,00% |