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 | 2,04% | 48,85 % | 49,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 48 464 CHF | 49 464 CHF | 97,33% | 97,33% |
14/08/2024 | 2,04% | 48,10 % | 49,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 48 404 CHF | 49 404 CHF | 76,95% | 76,95% |
13/08/2024 | 2,08% | 48,20 % | 49,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 47 651 CHF | 48 651 CHF | 96,20% | 96,20% |
12/08/2024 | 2,06% | 47,80 % | 48,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 48 073 CHF | 49 073 CHF | 96,00% | 96,00% |
09/08/2024 | 2,01% | 48,95 % | 49,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 49 335 CHF | 50 335 CHF | 97,38% | 97,38% |
08/08/2024 | 2,00% | 49,85 % | 50,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 49 399 CHF | 50 399 CHF | 87,78% | 87,78% |
07/08/2024 | 2,01% | 49,80 % | 50,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 49 369 CHF | 50 369 CHF | 98,27% | 98,27% |
06/08/2024 | 1,99% | 49,80 % | 50,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 49 796 CHF | 50 796 CHF | 91,58% | 91,58% |
02/08/2024 | 1,88% | 52,05 % | 53,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 52 635 CHF | 53 635 CHF | 96,56% | 96,56% |
30/07/2024 | 1,81% | 54,85 % | 55,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 874 CHF | 55 874 CHF | 46,75% | 46,75% |