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 | 1,25% | 100,90 % | 102,10 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 419 CHF | 51 053 CHF | 96,60% | 96,60% |
14/08/2024 | 1,27% | 100,70 % | 102,00 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 312 CHF | 50 954 CHF | 98,43% | 98,43% |
13/08/2024 | 1,24% | 100,60 % | 101,80 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 285 CHF | 50 913 CHF | 96,35% | 96,35% |
12/08/2024 | 1,26% | 100,50 % | 101,80 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 263 CHF | 50 902 CHF | 95,15% | 95,15% |
09/08/2024 | 1,25% | 100,40 % | 101,70 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 213 CHF | 50 843 CHF | 98,59% | 98,59% |
08/08/2024 | 1,23% | 100,40 % | 101,60 % | 50 000 | 50 000 | 52 625 | 52 625 | 52 742 CHF | 53 380 CHF | 91,28% | 91,28% |
07/08/2024 | 0,75% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 384 CHF | 101 141 CHF | 96,22% | 96,22% |
06/08/2024 | 0,74% | 100,20 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 157 CHF | 100 900 CHF | 71,10% | 71,10% |
02/08/2024 | 0,75% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 826 CHF | 101 584 CHF | 79,08% | 79,08% |
31/07/2024 | 0,73% | 101,20 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 162 CHF | 101 900 CHF | 22,36% | 22,36% |