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 | 1,15% | 87,85 % | 88,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 629 CHF | 87 629 CHF | 97,33% | 97,33% |
14/08/2024 | 1,16% | 85,75 % | 86,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 818 CHF | 86 818 CHF | 76,95% | 76,95% |
13/08/2024 | 1,18% | 84,50 % | 85,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 127 CHF | 85 127 CHF | 96,20% | 96,20% |
12/08/2024 | 1,19% | 83,80 % | 84,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 849 CHF | 84 849 CHF | 96,00% | 96,00% |
09/08/2024 | 1,19% | 83,75 % | 84,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 710 CHF | 84 710 CHF | 97,39% | 97,39% |
08/08/2024 | 1,22% | 82,30 % | 83,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 498 CHF | 82 498 CHF | 88,57% | 88,57% |
07/08/2024 | 1,20% | 83,40 % | 84,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 031 CHF | 84 031 CHF | 99,11% | 99,11% |
06/08/2024 | 1,22% | 81,65 % | 82,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 170 CHF | 82 170 CHF | 88,93% | 88,93% |
02/08/2024 | 1,20% | 82,70 % | 83,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 013 CHF | 84 013 CHF | 70,22% | 70,22% |
30/07/2024 | 1,14% | 87,05 % | 88,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 145 CHF | 88 145 CHF | 46,75% | 46,75% |