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 | 0,73% | 100,50 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 434 CHF | 101 173 CHF | 65,13% | 65,13% |
14/08/2024 | 0,76% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 341 CHF | 101 106 CHF | 89,68% | 89,68% |
13/08/2024 | 0,76% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 314 CHF | 101 075 CHF | 75,07% | 75,07% |
12/08/2024 | 0,76% | 100,20 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 239 CHF | 101 005 CHF | 64,82% | 64,82% |
09/08/2024 | 0,73% | 100,10 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 184 CHF | 100 918 CHF | 65,51% | 65,51% |
08/08/2024 | 0,75% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 252 CHF | 101 005 CHF | 48,81% | 48,81% |
07/08/2024 | 0,75% | 100,20 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 989 CHF | 100 742 CHF | 77,30% | 77,30% |
06/08/2024 | 1,26% | 99,90 % | 101,20 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 003 CHF | 50 638 CHF | 76,76% | 76,76% |
02/08/2024 | 0,74% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 199 CHF | 100 942 CHF | 62,21% | 62,21% |
31/07/2024 | 0,79% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 701 CHF | 101 500 CHF | 29,70% | 29,70% |