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 | 0,01% | 99,63 % | 99,64 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 219 CHF | 149 234 CHF | 100,00% | 100,00% |
14/08/2024 | 0,01% | 99,37 % | 99,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 830 CHF | 148 845 CHF | 98,23% | 98,23% |
13/08/2024 | 0,01% | 100,45 % | 100,46 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 553 CHF | 150 568 CHF | 100,00% | 100,00% |
12/08/2024 | 0,01% | 100,60 % | 100,61 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 922 CHF | 150 937 CHF | 98,29% | 98,29% |
09/08/2024 | 0,01% | 100,39 % | 100,40 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 736 CHF | 150 751 CHF | 99,99% | 99,99% |
08/08/2024 | 0,01% | 100,16 % | 100,17 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 059 CHF | 150 074 CHF | 99,85% | 99,85% |
07/08/2024 | 0,01% | 100,64 % | 100,65 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 455 CHF | 150 470 CHF | 99,40% | 99,40% |
06/08/2024 | 0,01% | 99,72 % | 99,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 875 CHF | 149 890 CHF | 100,00% | 100,00% |
02/08/2024 | 0,01% | 101,22 % | 101,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 847 CHF | 152 862 CHF | 99,97% | 99,97% |
31/07/2024 | 0,01% | 102,70 % | 102,71 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 110 CHF | 154 125 CHF | 32,28% | 32,28% |