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 | 0,75% | 61,35 % | 61,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 61 000 CHF | 61 458 CHF | 87,78% | 87,78% |
14/08/2024 | 0,75% | 60,95 % | 61,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 932 CHF | 61 393 CHF | 95,95% | 95,95% |
13/08/2024 | 0,75% | 60,40 % | 60,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 223 CHF | 60 677 CHF | 86,12% | 86,12% |
12/08/2024 | 0,75% | 59,95 % | 60,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 012 CHF | 60 464 CHF | 90,97% | 90,97% |
09/08/2024 | 0,75% | 60,05 % | 60,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 069 CHF | 60 522 CHF | 92,19% | 92,19% |
08/08/2024 | 0,86% | 59,80 % | 60,25 % | 100 000 | 100 000 | 89 451 | 89 451 | 53 006 CHF | 53 438 CHF | 93,19% | 93,19% |
07/08/2024 | 0,75% | 59,80 % | 60,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 636 CHF | 60 085 CHF | 65,89% | 65,89% |
06/08/2024 | 0,75% | 58,80 % | 59,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 092 CHF | 59 539 CHF | 6,95% | 6,95% |
02/08/2024 | 0,75% | 59,00 % | 59,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 025 CHF | 59 471 CHF | 80,24% | 80,24% |
31/07/2024 | 0,75% | 60,05 % | 60,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 269 CHF | 60 722 CHF | 28,85% | 28,85% |