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 | 0,79% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 900 CHF | 101 700 CHF | 75,33% | 75,33% |
14/08/2024 | 0,75% | 101,00 % | 101,70 % | 100 000 | 100 000 | 94 803 | 94 803 | 95 735 CHF | 96 430 CHF | 91,27% | 91,27% |
13/08/2024 | 0,69% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 000 CHF | 101 700 CHF | 92,95% | 92,95% |
12/08/2024 | 0,69% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 000 CHF | 101 700 CHF | 95,98% | 95,98% |
09/08/2024 | 0,79% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 000 CHF | 101 800 CHF | 96,18% | 96,18% |
08/08/2024 | 0,79% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 000 CHF | 101 800 CHF | 94,98% | 94,98% |
07/08/2024 | 0,79% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 000 CHF | 101 800 CHF | 88,24% | 88,24% |
06/08/2024 | 0,69% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 100 CHF | 101 800 CHF | 77,01% | 77,01% |
02/08/2024 | 0,79% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 100 CHF | 101 900 CHF | 76,77% | 76,77% |
31/07/2024 | 0,79% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 100 CHF | 101 900 CHF | 29,54% | 29,54% |