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 | 1,01% | 98,80 % | 99,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 857 CHF | 99 856 CHF | 97,33% | 97,33% |
14/08/2024 | 1,01% | 98,60 % | 99,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 342 CHF | 99 342 CHF | 76,95% | 76,95% |
13/08/2024 | 1,02% | 98,10 % | 99,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 968 CHF | 98 968 CHF | 95,00% | 95,00% |
12/08/2024 | 1,02% | 97,85 % | 98,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 909 CHF | 98 909 CHF | 96,00% | 96,00% |
09/08/2024 | 1,02% | 97,55 % | 98,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 688 CHF | 98 688 CHF | 97,16% | 97,16% |
08/08/2024 | 1,02% | 97,35 % | 98,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 166 CHF | 98 166 CHF | 88,58% | 88,58% |
07/08/2024 | 1,02% | 97,70 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 527 CHF | 98 527 CHF | 99,11% | 99,11% |
06/08/2024 | 1,03% | 96,40 % | 97,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 266 CHF | 97 266 CHF | 89,34% | 89,34% |
02/08/2024 | 1,02% | 97,40 % | 98,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 677 CHF | 98 677 CHF | 97,41% | 97,41% |
30/07/2024 | 1,02% | 97,80 % | 98,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 739 CHF | 98 739 CHF | 46,75% | 46,75% |