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 | 1,42% | 73,20 % | 74,11 % | 500 000 | 500 000 | 145 487 | 145 487 | 105 169 CHF | 106 538 CHF | 99,47% | 99,47% |
14/08/2024 | 1,30% | 71,20 % | 72,11 % | 500 000 | 500 000 | 144 489 | 144 489 | 103 414 CHF | 104 739 CHF | 99,49% | 99,49% |
13/08/2024 | 1,49% | 71,30 % | 72,31 % | 500 000 | 500 000 | 145 117 | 145 117 | 102 107 CHF | 103 541 CHF | 100,00% | 100,00% |
12/08/2024 | 1,38% | 69,60 % | 70,61 % | 500 000 | 500 000 | 144 583 | 144 583 | 100 953 CHF | 102 376 CHF | 98,94% | 98,94% |
09/08/2024 | 1,32% | 70,20 % | 71,21 % | 500 000 | 500 000 | 145 235 | 145 235 | 103 336 CHF | 104 764 CHF | 99,60% | 99,60% |
08/08/2024 | 1,54% | 69,90 % | 70,91 % | 500 000 | 500 000 | 144 809 | 144 809 | 98 728 CHF | 100 201 CHF | 99,32% | 99,32% |
07/08/2024 | 1,31% | 72,10 % | 73,01 % | 500 000 | 500 000 | 145 668 | 145 668 | 103 609 CHF | 104 942 CHF | 99,45% | 99,45% |
06/08/2024 | 1,68% | 69,20 % | 70,30 % | 500 000 | 500 000 | 144 525 | 144 525 | 101 710 CHF | 103 180 CHF | 99,00% | 99,00% |
02/08/2024 | 1,11% | 73,60 % | 74,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 362 904 CHF | 366 939 CHF | 14,84% | 14,84% |
30/07/2024 | 0,54% | 95,50 % | 96,00 % | 500 000 | 500 000 | 145 196 | 145 196 | 139 056 CHF | 139 786 CHF | 99,92% | 99,92% |