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 | 1,04% | 95,65 % | 96,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 540 CHF | 96 540 CHF | 97,33% | 97,33% |
14/08/2024 | 1,04% | 95,35 % | 96,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 205 CHF | 96 205 CHF | 76,95% | 76,95% |
13/08/2024 | 1,05% | 95,00 % | 96,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 721 CHF | 95 721 CHF | 96,20% | 96,20% |
12/08/2024 | 1,05% | 94,80 % | 95,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 925 CHF | 95 925 CHF | 96,00% | 96,00% |
09/08/2024 | 1,04% | 95,25 % | 96,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 257 CHF | 96 257 CHF | 96,74% | 96,74% |
08/08/2024 | 1,05% | 95,40 % | 96,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 748 CHF | 95 748 CHF | 88,02% | 88,02% |
07/08/2024 | 1,04% | 95,85 % | 96,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 301 CHF | 96 301 CHF | 99,11% | 99,11% |
06/08/2024 | 1,06% | 93,75 % | 94,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 521 CHF | 94 521 CHF | 90,80% | 90,80% |
02/08/2024 | 1,04% | 95,25 % | 96,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 951 CHF | 96 951 CHF | 68,20% | 68,20% |
30/07/2024 | 1,02% | 97,45 % | 98,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 285 CHF | 98 285 CHF | 46,75% | 46,75% |