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 | 0,99% | 99,85 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 875 CHF | 100 874 CHF | 97,32% | 97,32% |
14/08/2024 | 0,99% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 100 CHF | 101 100 CHF | 76,95% | 76,95% |
13/08/2024 | 1,00% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 717 CHF | 100 721 CHF | 96,20% | 96,20% |
12/08/2024 | 1,01% | 99,75 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 680 CHF | 100 688 CHF | 96,00% | 96,00% |
09/08/2024 | 1,00% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 754 CHF | 100 753 CHF | 97,37% | 97,37% |
08/08/2024 | 0,99% | 99,65 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 623 CHF | 100 612 CHF | 80,48% | 80,48% |
07/08/2024 | 1,00% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 780 CHF | 100 786 CHF | 99,11% | 99,11% |
06/08/2024 | 1,00% | 99,85 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 883 CHF | 100 891 CHF | 92,02% | 92,02% |
02/08/2024 | 0,99% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 236 CHF | 101 236 CHF | 97,73% | 97,73% |
30/07/2024 | 0,99% | 100,30 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 268 CHF | 101 268 CHF | 46,75% | 46,75% |