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% | 102,60 % | 103,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 088 CHF | 155 138 CHF | 100,00% | 100,00% |
14/08/2024 | 0,68% | 102,80 % | 103,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 976 CHF | 155 026 CHF | 97,28% | 97,28% |
13/08/2024 | 0,70% | 100,51 % | 101,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 420 CHF | 151 470 CHF | 100,00% | 100,00% |
12/08/2024 | 0,69% | 100,60 % | 101,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 929 CHF | 151 979 CHF | 98,28% | 98,28% |
09/08/2024 | 0,70% | 100,40 % | 101,10 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 546 CHF | 151 596 CHF | 100,00% | 100,00% |
08/08/2024 | 0,70% | 99,82 % | 100,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 910 CHF | 149 960 CHF | 99,91% | 99,91% |
07/08/2024 | 0,70% | 99,63 % | 100,33 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 027 CHF | 150 077 CHF | 99,39% | 99,39% |
06/08/2024 | 0,71% | 99,02 % | 99,72 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 349 CHF | 149 399 CHF | 99,93% | 99,93% |
02/08/2024 | 0,69% | 100,15 % | 100,85 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 236 CHF | 152 286 CHF | 99,98% | 99,98% |
30/07/2024 | 0,69% | 101,18 % | 101,88 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 846 CHF | 152 896 CHF | 100,00% | 100,00% |