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 | 1,02% | 98,20 % | 99,20 % | 500 000 | 500 000 | 148 655 | 148 655 | 145 706 CHF | 147 192 CHF | 99,66% | 99,66% |
14/08/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 151 399 | 151 399 | 147 399 CHF | 148 610 CHF | 96,83% | 96,83% |
13/08/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 148 159 | 148 159 | 143 700 CHF | 144 885 CHF | 100,00% | 100,00% |
12/08/2024 | 1,03% | 96,40 % | 97,40 % | 500 000 | 500 000 | 148 697 | 148 697 | 143 069 CHF | 144 556 CHF | 97,85% | 97,85% |
09/08/2024 | 1,04% | 95,80 % | 96,80 % | 500 000 | 500 000 | 147 884 | 147 884 | 141 565 CHF | 143 044 CHF | 99,89% | 99,89% |
08/08/2024 | 0,84% | 95,80 % | 96,60 % | 500 000 | 500 000 | 143 679 | 143 679 | 137 120 CHF | 138 269 CHF | 98,31% | 98,31% |
07/08/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 148 245 | 148 245 | 141 981 CHF | 143 167 CHF | 99,99% | 99,99% |
06/08/2024 | 1,05% | 95,20 % | 96,20 % | 500 000 | 500 000 | 148 079 | 148 079 | 140 614 CHF | 142 095 CHF | 99,97% | 99,97% |
02/08/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 142 232 | 142 232 | 137 041 CHF | 138 179 CHF | 98,34% | 98,34% |
30/07/2024 | 0,81% | 97,70 % | 98,50 % | 500 000 | 500 000 | 148 266 | 148 266 | 145 188 CHF | 146 374 CHF | 100,00% | 100,00% |