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 | 0,70% | 99,71 % | 100,41 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 896 CHF | 149 946 CHF | 100,00% | 100,00% |
14/08/2024 | 0,70% | 99,36 % | 100,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 337 CHF | 150 387 CHF | 98,23% | 98,23% |
13/08/2024 | 0,71% | 99,14 % | 99,84 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 289 CHF | 149 339 CHF | 100,00% | 100,00% |
12/08/2024 | 0,70% | 98,73 % | 99,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 420 CHF | 149 470 CHF | 98,30% | 98,30% |
09/08/2024 | 0,71% | 98,67 % | 99,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 172 CHF | 149 222 CHF | 100,00% | 100,00% |
08/08/2024 | 0,71% | 98,50 % | 99,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 308 CHF | 148 358 CHF | 99,91% | 99,91% |
07/08/2024 | 0,71% | 98,29 % | 98,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 504 CHF | 147 554 CHF | 99,41% | 99,41% |
06/08/2024 | 0,72% | 97,29 % | 97,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 170 CHF | 147 220 CHF | 99,90% | 99,90% |
02/08/2024 | 0,70% | 99,39 % | 100,09 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 242 CHF | 151 292 CHF | 99,98% | 99,98% |
30/07/2024 | 0,69% | 101,05 % | 101,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 600 CHF | 152 650 CHF | 100,00% | 100,00% |