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 | 0,75% | 127,80 % | 128,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 127 796 CHF | 128 763 CHF | 74,81% | 74,81% |
14/08/2024 | 0,80% | 128,00 % | 128,90 % | 100 000 | 100 000 | 94 957 | 94 957 | 121 309 CHF | 122 257 CHF | 92,00% | 92,00% |
13/08/2024 | 0,75% | 126,90 % | 127,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 126 773 CHF | 127 725 CHF | 92,95% | 92,95% |
12/08/2024 | 0,75% | 126,70 % | 127,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 126 665 CHF | 127 615 CHF | 95,88% | 95,88% |
09/08/2024 | 0,75% | 126,50 % | 127,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 126 441 CHF | 127 395 CHF | 96,36% | 96,36% |
08/08/2024 | 0,75% | 126,10 % | 127,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 125 903 CHF | 126 847 CHF | 93,15% | 93,15% |
07/08/2024 | 0,75% | 126,40 % | 127,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 126 208 CHF | 127 154 CHF | 87,96% | 87,96% |
06/08/2024 | 0,75% | 125,00 % | 126,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 124 771 CHF | 125 714 CHF | 71,01% | 71,01% |
02/08/2024 | 0,75% | 125,60 % | 126,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 126 134 CHF | 127 084 CHF | 81,72% | 81,72% |
31/07/2024 | 0,74% | 127,60 % | 128,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 127 578 CHF | 128 531 CHF | 28,95% | 28,95% |