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 | 1,43% | 70,25 % | 71,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 69 394 CHF | 70 394 CHF | 96,55% | 96,55% |
14/08/2024 | 1,44% | 68,60 % | 69,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 69 063 CHF | 70 063 CHF | 76,95% | 76,95% |
13/08/2024 | 1,46% | 68,25 % | 69,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 67 913 CHF | 68 913 CHF | 96,20% | 96,20% |
12/08/2024 | 1,46% | 68,10 % | 69,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 67 981 CHF | 68 981 CHF | 96,00% | 96,00% |
09/08/2024 | 1,45% | 68,30 % | 69,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 68 353 CHF | 69 353 CHF | 97,40% | 97,40% |
08/08/2024 | 1,48% | 67,90 % | 68,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 67 283 CHF | 68 283 CHF | 88,15% | 88,15% |
07/08/2024 | 1,47% | 68,50 % | 69,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 67 537 CHF | 68 537 CHF | 99,01% | 99,01% |
06/08/2024 | 1,49% | 66,40 % | 67,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 66 565 CHF | 67 565 CHF | 90,70% | 90,70% |
02/08/2024 | 1,47% | 66,90 % | 67,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 67 722 CHF | 68 722 CHF | 96,42% | 96,42% |
30/07/2024 | 1,40% | 70,85 % | 71,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 70 789 CHF | 71 789 CHF | 46,75% | 46,75% |