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% | 100,30 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 983 CHF | 100 983 CHF | 97,33% | 97,33% |
14/08/2024 | 1,00% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 996 CHF | 100 997 CHF | 76,95% | 76,95% |
13/08/2024 | 1,00% | 99,55 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 538 CHF | 100 540 CHF | 96,20% | 96,20% |
12/08/2024 | 1,00% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 667 CHF | 100 665 CHF | 96,00% | 96,00% |
09/08/2024 | 0,99% | 99,75 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 441 CHF | 100 430 CHF | 97,37% | 97,37% |
08/08/2024 | 1,00% | 99,65 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 441 CHF | 100 438 CHF | 88,60% | 88,60% |
07/08/2024 | 1,00% | 99,65 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 653 CHF | 100 654 CHF | 99,11% | 99,11% |
06/08/2024 | 1,01% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 090 CHF | 100 091 CHF | 92,00% | 92,00% |
02/08/2024 | 1,00% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 970 CHF | 100 978 CHF | 85,17% | 85,17% |
30/07/2024 | 0,99% | 100,00 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 154 CHF | 101 154 CHF | 46,75% | 46,75% |