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 | 1,10% | 90,30 % | 91,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 815 CHF | 91 815 CHF | 97,33% | 97,33% |
14/08/2024 | 1,09% | 91,60 % | 92,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 212 CHF | 92 212 CHF | 76,95% | 76,95% |
13/08/2024 | 1,09% | 90,55 % | 91,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 200 CHF | 92 200 CHF | 96,20% | 96,20% |
12/08/2024 | 1,07% | 92,50 % | 93,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 541 CHF | 93 541 CHF | 96,00% | 96,00% |
09/08/2024 | 1,07% | 92,55 % | 93,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 925 CHF | 93 925 CHF | 97,37% | 97,37% |
08/08/2024 | 1,07% | 93,15 % | 94,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 572 CHF | 93 572 CHF | 88,59% | 88,59% |
07/08/2024 | 1,06% | 93,55 % | 94,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 517 CHF | 94 517 CHF | 98,43% | 98,43% |
06/08/2024 | 1,08% | 92,20 % | 93,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 356 CHF | 93 356 CHF | 87,41% | 87,41% |
02/08/2024 | 1,08% | 92,00 % | 93,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 055 CHF | 93 055 CHF | 68,13% | 68,13% |
30/07/2024 | 1,09% | 91,20 % | 92,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 497 CHF | 92 497 CHF | 46,75% | 46,75% |