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 | 6,09% | 15,78 % | 16,78 % | 100 000 | 100 000 | 100 000 | 100 000 | 15 927 CHF | 16 927 CHF | 97,33% | 97,33% |
14/08/2024 | 5,93% | 16,18 % | 17,18 % | 100 000 | 100 000 | 100 000 | 100 000 | 16 352 CHF | 17 352 CHF | 76,95% | 76,95% |
13/08/2024 | 6,20% | 15,78 % | 16,78 % | 100 000 | 100 000 | 100 000 | 100 000 | 15 626 CHF | 16 626 CHF | 92,24% | 92,24% |
12/08/2024 | 6,23% | 15,58 % | 16,58 % | 100 000 | 100 000 | 100 000 | 100 000 | 15 550 CHF | 16 550 CHF | 96,00% | 96,00% |
09/08/2024 | 6,18% | 15,76 % | 16,76 % | 100 000 | 100 000 | 100 000 | 100 000 | 15 687 CHF | 16 687 CHF | 97,01% | 97,01% |
08/08/2024 | 5,88% | 16,44 % | 17,44 % | 100 000 | 100 000 | 100 000 | 100 000 | 16 506 CHF | 17 506 CHF | 86,35% | 86,35% |
07/08/2024 | 5,72% | 17,18 % | 18,18 % | 100 000 | 100 000 | 100 000 | 100 000 | 16 978 CHF | 17 978 CHF | 99,11% | 99,11% |
06/08/2024 | 5,88% | 16,72 % | 17,72 % | 100 000 | 100 000 | 100 000 | 100 000 | 16 499 CHF | 17 499 CHF | 92,02% | 92,02% |
02/08/2024 | 5,52% | 17,26 % | 18,26 % | 100 000 | 100 000 | 100 000 | 100 000 | 17 634 CHF | 18 634 CHF | 96,74% | 96,74% |
30/07/2024 | 4,74% | 20,52 % | 21,52 % | 100 000 | 100 000 | 100 000 | 100 000 | 20 596 CHF | 21 596 CHF | 46,75% | 46,75% |