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 | 0,79% | 100,34 % | 101,14 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 901 CHF | 60 376 CHF | 100,00% | 100,00% |
14/08/2024 | 0,79% | 99,53 % | 100,32 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 641 CHF | 60 115 CHF | 100,00% | 100,00% |
13/08/2024 | 0,79% | 98,66 % | 99,44 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 022 CHF | 59 490 CHF | 100,00% | 100,00% |
12/08/2024 | 0,79% | 98,27 % | 99,05 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 966 CHF | 59 434 CHF | 100,00% | 100,00% |
09/08/2024 | 0,79% | 98,02 % | 98,80 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 749 CHF | 59 216 CHF | 100,00% | 100,00% |
08/08/2024 | 0,79% | 97,52 % | 98,29 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 022 CHF | 58 481 CHF | 100,00% | 100,00% |
07/08/2024 | 0,79% | 97,16 % | 97,93 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 029 CHF | 58 490 CHF | 100,00% | 100,00% |
06/08/2024 | 0,79% | 95,80 % | 96,56 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 216 CHF | 57 670 CHF | 100,00% | 100,00% |
02/08/2024 | 0,79% | 96,70 % | 97,47 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 303 CHF | 58 765 CHF | 100,00% | 100,00% |
30/07/2024 | 0,79% | 98,74 % | 99,52 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 212 CHF | 59 680 CHF | 100,00% | 100,00% |