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 | 0,75% | 97,65 % | 98,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 800 CHF | 97 532 CHF | 93,72% | 93,72% |
14/08/2024 | 0,75% | 96,50 % | 97,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 548 CHF | 97 276 CHF | 94,83% | 94,83% |
13/08/2024 | 0,75% | 96,00 % | 96,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 606 CHF | 96 328 CHF | 96,65% | 96,65% |
12/08/2024 | 0,75% | 95,70 % | 96,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 701 CHF | 96 423 CHF | 96,59% | 96,59% |
09/08/2024 | 0,75% | 95,15 % | 95,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 062 CHF | 95 777 CHF | 97,34% | 97,34% |
08/08/2024 | 0,82% | 94,90 % | 95,60 % | 100 000 | 100 000 | 92 979 | 92 979 | 87 287 CHF | 87 975 CHF | 79,60% | 79,60% |
07/08/2024 | 0,75% | 94,85 % | 95,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 399 CHF | 95 110 CHF | 85,21% | 85,21% |
06/08/2024 | 0,75% | 92,95 % | 93,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 664 CHF | 93 364 CHF | 97,00% | 97,00% |
02/08/2024 | 0,75% | 95,30 % | 96,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 983 CHF | 96 707 CHF | 86,63% | 86,63% |
31/07/2024 | 0,75% | 97,85 % | 98,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 083 CHF | 98 826 CHF | 29,44% | 29,44% |