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 | 1,77% | 56,35 % | 57,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 56 123 CHF | 57 123 CHF | 97,33% | 97,33% |
14/08/2024 | 1,77% | 55,70 % | 56,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 56 061 CHF | 57 061 CHF | 76,95% | 76,95% |
13/08/2024 | 1,77% | 56,15 % | 57,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 857 CHF | 56 857 CHF | 96,20% | 96,20% |
12/08/2024 | 1,77% | 55,95 % | 56,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 56 055 CHF | 57 055 CHF | 96,00% | 96,00% |
09/08/2024 | 1,76% | 56,05 % | 57,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 56 263 CHF | 57 263 CHF | 96,97% | 96,97% |
08/08/2024 | 1,75% | 56,90 % | 57,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 56 594 CHF | 57 594 CHF | 88,06% | 88,06% |
07/08/2024 | 1,77% | 56,45 % | 57,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 928 CHF | 56 928 CHF | 68,33% | 68,33% |
06/08/2024 | 1,73% | 55,30 % | 56,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 57 164 CHF | 58 164 CHF | 91,65% | 91,65% |
02/08/2024 | 1,68% | 58,90 % | 59,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 58 961 CHF | 59 961 CHF | 96,78% | 96,78% |
30/07/2024 | 1,67% | 59,30 % | 60,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 283 CHF | 60 283 CHF | 46,75% | 46,75% |