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 | 1,01% | 98,85 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 525 CHF | 99 525 CHF | 97,33% | 97,33% |
14/08/2024 | 1,01% | 98,50 % | 99,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 281 CHF | 99 281 CHF | 76,95% | 76,95% |
13/08/2024 | 1,02% | 97,70 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 794 CHF | 98 794 CHF | 96,20% | 96,20% |
12/08/2024 | 1,02% | 97,90 % | 98,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 006 CHF | 99 006 CHF | 96,00% | 96,00% |
09/08/2024 | 1,02% | 97,60 % | 98,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 676 CHF | 98 676 CHF | 97,16% | 97,16% |
08/08/2024 | 1,03% | 97,75 % | 98,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 002 CHF | 98 002 CHF | 85,72% | 85,72% |
07/08/2024 | 1,02% | 97,90 % | 98,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 700 CHF | 98 700 CHF | 96,05% | 96,05% |
06/08/2024 | 1,03% | 96,30 % | 97,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 883 CHF | 97 883 CHF | 87,73% | 87,73% |
02/08/2024 | 1,02% | 96,50 % | 97,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 497 CHF | 98 497 CHF | 96,68% | 96,68% |
30/07/2024 | 1,01% | 98,25 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 289 CHF | 99 289 CHF | 46,75% | 46,75% |