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 | 1,74% | 98,80 % | 99,80 % | 500 000 | 500 000 | 148 288 | 148 288 | 146 646 CHF | 148 496 CHF | 100,00% | 100,00% |
14/08/2024 | 1,75% | 98,50 % | 99,50 % | 500 000 | 500 000 | 148 702 | 148 702 | 146 178 CHF | 148 031 CHF | 99,50% | 99,50% |
13/08/2024 | 1,55% | 98,20 % | 99,00 % | 500 000 | 500 000 | 148 186 | 148 186 | 145 357 CHF | 146 909 CHF | 100,00% | 100,00% |
12/08/2024 | 1,55% | 97,90 % | 98,70 % | 500 000 | 500 000 | 147 901 | 147 901 | 144 646 CHF | 146 197 CHF | 99,90% | 99,90% |
09/08/2024 | 1,78% | 97,30 % | 98,30 % | 500 000 | 500 000 | 148 312 | 148 312 | 143 585 CHF | 145 435 CHF | 100,00% | 100,00% |
08/08/2024 | 1,83% | 95,60 % | 96,60 % | 500 000 | 500 000 | 148 038 | 148 038 | 140 752 CHF | 142 599 CHF | 99,98% | 99,98% |
07/08/2024 | 1,63% | 94,50 % | 95,30 % | 500 000 | 500 000 | 148 207 | 148 207 | 139 686 CHF | 141 237 CHF | 99,86% | 99,86% |
06/08/2024 | 1,94% | 92,60 % | 93,40 % | 500 000 | 500 000 | 148 091 | 148 091 | 136 417 CHF | 138 105 CHF | 99,95% | 99,95% |
02/08/2024 | 1,80% | 93,90 % | 94,90 % | 500 000 | 500 000 | 148 548 | 148 548 | 140 125 CHF | 141 976 CHF | 99,52% | 99,52% |
30/07/2024 | 1,57% | 96,80 % | 97,60 % | 500 000 | 500 000 | 148 482 | 148 482 | 144 258 CHF | 145 813 CHF | 99,78% | 99,78% |