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 | 1,02% | 97,95 % | 98,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 716 CHF | 98 716 CHF | 97,33% | 97,33% |
14/08/2024 | 1,02% | 97,65 % | 98,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 541 CHF | 98 541 CHF | 76,95% | 76,95% |
13/08/2024 | 1,02% | 97,40 % | 98,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 273 CHF | 98 273 CHF | 95,00% | 95,00% |
12/08/2024 | 1,02% | 97,30 % | 98,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 340 CHF | 98 340 CHF | 96,00% | 96,00% |
09/08/2024 | 1,02% | 97,10 % | 98,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 120 CHF | 98 120 CHF | 97,39% | 97,39% |
08/08/2024 | 1,03% | 97,00 % | 98,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 526 CHF | 97 526 CHF | 87,03% | 87,03% |
07/08/2024 | 1,03% | 97,05 % | 98,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 759 CHF | 97 759 CHF | 98,74% | 98,74% |
06/08/2024 | 1,04% | 95,90 % | 96,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 645 CHF | 96 645 CHF | 90,24% | 90,24% |
02/08/2024 | 1,02% | 97,20 % | 98,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 542 CHF | 98 542 CHF | 93,40% | 93,40% |
30/07/2024 | 1,01% | 98,15 % | 99,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 156 CHF | 99 156 CHF | 46,75% | 46,75% |