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 | 1,98% | 50,25 % | 51,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 50 050 CHF | 51 050 CHF | 97,33% | 97,33% |
14/08/2024 | 1,98% | 49,70 % | 50,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 50 034 CHF | 51 034 CHF | 76,74% | 76,74% |
13/08/2024 | 1,99% | 50,10 % | 51,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 49 841 CHF | 50 841 CHF | 96,20% | 96,20% |
12/08/2024 | 1,98% | 49,95 % | 50,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 50 049 CHF | 51 049 CHF | 96,00% | 96,00% |
09/08/2024 | 1,97% | 50,00 % | 51,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 50 191 CHF | 51 191 CHF | 96,88% | 96,88% |
08/08/2024 | 1,96% | 50,85 % | 51,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 50 499 CHF | 51 499 CHF | 86,34% | 86,34% |
07/08/2024 | 1,98% | 50,40 % | 51,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 49 929 CHF | 50 929 CHF | 70,67% | 70,67% |
06/08/2024 | 1,94% | 49,20 % | 50,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 51 083 CHF | 52 083 CHF | 91,33% | 91,33% |
02/08/2024 | 1,88% | 52,60 % | 53,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 52 684 CHF | 53 684 CHF | 94,84% | 94,84% |
30/07/2024 | 1,87% | 53,05 % | 54,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 53 048 CHF | 54 048 CHF | 46,75% | 46,75% |