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 | 1,00% | 99,10 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 735 CHF | 99 731 CHF | 97,28% | 97,28% |
14/08/2024 | 1,02% | 98,10 % | 99,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 989 CHF | 98 989 CHF | 76,95% | 76,95% |
13/08/2024 | 1,02% | 97,30 % | 98,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 331 CHF | 98 331 CHF | 96,20% | 96,20% |
12/08/2024 | 1,02% | 97,60 % | 98,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 715 CHF | 98 715 CHF | 96,00% | 96,00% |
09/08/2024 | 1,02% | 97,65 % | 98,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 646 CHF | 98 646 CHF | 95,87% | 95,87% |
08/08/2024 | 1,02% | 97,40 % | 98,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 146 CHF | 98 146 CHF | 87,29% | 87,29% |
07/08/2024 | 1,02% | 97,65 % | 98,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 547 CHF | 98 547 CHF | 99,11% | 99,11% |
06/08/2024 | 1,04% | 95,85 % | 96,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 757 CHF | 96 757 CHF | 90,45% | 90,45% |
02/08/2024 | 1,01% | 98,60 % | 99,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 046 CHF | 100 048 CHF | 97,63% | 97,63% |
30/07/2024 | 1,00% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 347 CHF | 100 346 CHF | 46,75% | 46,75% |