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 | 1,80% | 55,30 % | 56,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 932 CHF | 55 932 CHF | 97,33% | 97,33% |
14/08/2024 | 1,80% | 54,95 % | 55,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 928 CHF | 55 928 CHF | 76,95% | 76,95% |
13/08/2024 | 1,83% | 54,50 % | 55,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 275 CHF | 55 275 CHF | 96,20% | 96,20% |
12/08/2024 | 1,83% | 54,05 % | 55,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 113 CHF | 55 113 CHF | 96,00% | 96,00% |
09/08/2024 | 1,83% | 54,15 % | 55,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 152 CHF | 55 152 CHF | 97,40% | 97,40% |
08/08/2024 | 1,85% | 53,95 % | 54,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 53 452 CHF | 54 452 CHF | 86,76% | 86,76% |
07/08/2024 | 1,83% | 54,00 % | 55,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 013 CHF | 55 013 CHF | 1,88% | 1,88% |
06/08/2024 | 2,09% | 46,80 % | 47,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 47 310 CHF | 48 310 CHF | 72,43% | 72,43% |
02/08/2024 | 2,04% | 48,45 % | 49,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 48 563 CHF | 49 563 CHF | 69,43% | 69,43% |
30/07/2024 | 1,87% | 53,05 % | 54,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 52 970 CHF | 53 970 CHF | 44,78% | 44,78% |