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% | 99,60 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 362 CHF | 100 113 CHF | 62,47% | 62,47% |
14/08/2024 | 0,74% | 99,00 % | 99,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 119 CHF | 99 859 CHF | 45,25% | 45,25% |
13/08/2024 | 0,75% | 98,90 % | 99,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 722 CHF | 99 467 CHF | 62,78% | 62,78% |
12/08/2024 | 0,76% | 98,35 % | 99,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 403 CHF | 99 150 CHF | 50,64% | 50,64% |
09/08/2024 | 0,75% | 98,25 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 646 CHF | 99 389 CHF | 50,44% | 50,44% |
08/08/2024 | 0,75% | 97,70 % | 98,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 431 CHF | 98 162 CHF | 46,63% | 46,63% |
07/08/2024 | 0,75% | 99,00 % | 99,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 016 CHF | 99 763 CHF | 71,26% | 71,26% |
06/08/2024 | 0,75% | 97,80 % | 98,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 662 CHF | 98 396 CHF | 54,29% | 54,29% |
02/08/2024 | 0,75% | 99,05 % | 99,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 292 CHF | 100 042 CHF | 75,47% | 75,47% |
31/07/2024 | 0,76% | 99,85 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 842 CHF | 100 599 CHF | 7,65% | 7,65% |