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 | 1,00% | 99,90 % | 100,90 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 881 CHF | 50 381 CHF | 96,79% | 96,79% |
14/08/2024 | 1,00% | 99,00 % | 100,00 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 535 CHF | 50 035 CHF | 96,02% | 96,02% |
13/08/2024 | 0,80% | 99,20 % | 100,00 % | 50 000 | 50 000 | 50 000 | 49 411 | 49 565 CHF | 49 385 CHF | 100,00% | 100,00% |
12/08/2024 | 0,81% | 98,00 % | 98,80 % | 50 000 | 50 000 | 50 000 | 50 000 | 48 998 CHF | 49 398 CHF | 99,73% | 99,73% |
09/08/2024 | 1,02% | 97,20 % | 98,20 % | 50 000 | 50 000 | 50 000 | 50 000 | 48 620 CHF | 49 120 CHF | 100,00% | 100,00% |
08/08/2024 | 1,02% | 97,70 % | 98,70 % | 50 000 | 50 000 | 50 000 | 50 000 | 48 846 CHF | 49 346 CHF | 99,68% | 99,68% |
07/08/2024 | 0,82% | 97,90 % | 98,70 % | 50 000 | 50 000 | 50 000 | 50 000 | 48 879 CHF | 49 279 CHF | 100,00% | 100,00% |
06/08/2024 | 0,83% | 96,60 % | 97,40 % | 50 000 | 50 000 | 50 000 | 50 000 | 48 044 CHF | 48 444 CHF | 100,00% | 100,00% |
02/08/2024 | 1,01% | 98,50 % | 99,50 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 418 CHF | 49 918 CHF | 100,00% | 100,00% |
30/07/2024 | 1,00% | 99,50 % | 100,50 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 750 CHF | 50 250 CHF | 100,00% | 100,00% |