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 | 0,76% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 457 CHF | 102 230 CHF | 91,00% | 91,00% |
14/08/2024 | 0,77% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 201 CHF | 101 979 CHF | 97,13% | 97,13% |
13/08/2024 | 0,76% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 033 CHF | 101 802 CHF | 96,38% | 96,38% |
12/08/2024 | 0,76% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 040 CHF | 101 806 CHF | 72,59% | 72,59% |
09/08/2024 | 0,69% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 000 CHF | 101 704 CHF | 11,56% | 11,56% |
08/08/2024 | 0,76% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 857 CHF | 101 628 CHF | 79,10% | 79,10% |
07/08/2024 | 0,75% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 700 CHF | 101 462 CHF | 91,14% | 91,14% |
06/08/2024 | 0,76% | 100,10 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 138 CHF | 100 905 CHF | 81,64% | 81,64% |
02/08/2024 | 0,78% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 803 CHF | 101 593 CHF | 70,45% | 70,45% |
31/07/2024 | 0,73% | 101,40 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 362 CHF | 102 100 CHF | 22,26% | 22,26% |