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 | 1,29% | 100,10 % | 101,40 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 050 CHF | 50 700 CHF | 54,75% | 54,75% |
14/08/2024 | 1,29% | 100,10 % | 101,40 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 050 CHF | 50 700 CHF | 34,94% | 34,94% |
13/08/2024 | 1,29% | 100,10 % | 101,40 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 050 CHF | 50 700 CHF | 55,48% | 55,48% |
12/08/2024 | 1,29% | 100,10 % | 101,40 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 050 CHF | 50 700 CHF | 7,55% | 7,55% |
09/08/2024 | 1,19% | 100,20 % | 101,40 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 100 CHF | 50 700 CHF | 66,76% | 66,76% |
08/08/2024 | 1,19% | 100,20 % | 101,40 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 100 CHF | 50 700 CHF | 34,80% | 34,80% |
07/08/2024 | 1,19% | 100,20 % | 101,40 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 100 CHF | 50 700 CHF | 28,93% | 28,93% |
06/08/2024 | 1,19% | 100,20 % | 101,40 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 100 CHF | 50 700 CHF | 7,71% | 7,71% |
02/08/2024 | 1,28% | 100,20 % | 101,50 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 100 CHF | 50 747 CHF | 17,93% | 17,93% |
31/07/2024 | 1,19% | 100,30 % | 101,50 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 150 CHF | 50 750 CHF | 16,37% | 16,37% |