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 | 0,71% | 99,55 % | 100,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 265 CHF | 148 315 CHF | 99,70% | 99,70% |
14/08/2024 | 0,72% | 96,98 % | 97,68 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 463 CHF | 146 513 CHF | 98,18% | 98,18% |
13/08/2024 | 0,73% | 96,48 % | 97,18 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 223 CHF | 145 273 CHF | 100,00% | 100,00% |
12/08/2024 | 0,73% | 96,00 % | 96,70 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 208 CHF | 145 258 CHF | 98,30% | 98,30% |
09/08/2024 | 0,73% | 95,76 % | 96,46 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 795 CHF | 144 845 CHF | 99,97% | 99,97% |
08/08/2024 | 0,73% | 95,60 % | 96,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 960 CHF | 144 010 CHF | 99,75% | 99,75% |
07/08/2024 | 0,73% | 96,32 % | 97,02 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 376 CHF | 144 426 CHF | 99,40% | 99,40% |
06/08/2024 | 0,75% | 93,86 % | 94,56 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 075 CHF | 141 125 CHF | 100,00% | 100,00% |
02/08/2024 | 0,72% | 96,31 % | 97,01 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 501 CHF | 146 551 CHF | 99,95% | 99,95% |
30/07/2024 | 0,70% | 99,25 % | 99,95 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 713 CHF | 149 763 CHF | 100,00% | 100,00% |