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 | 1,04% | 96,50 % | 97,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 463 CHF | 96 463 CHF | 96,70% | 96,70% |
14/08/2024 | 1,05% | 94,30 % | 95,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 494 CHF | 95 494 CHF | 76,95% | 76,95% |
13/08/2024 | 1,06% | 93,65 % | 94,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 496 CHF | 94 496 CHF | 96,20% | 96,20% |
12/08/2024 | 1,06% | 93,55 % | 94,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 555 CHF | 94 555 CHF | 96,00% | 96,00% |
09/08/2024 | 1,07% | 92,90 % | 93,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 272 CHF | 94 272 CHF | 97,39% | 97,39% |
08/08/2024 | 1,09% | 91,75 % | 92,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 101 CHF | 92 101 CHF | 88,51% | 88,51% |
07/08/2024 | 1,07% | 93,15 % | 94,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 572 CHF | 93 572 CHF | 99,11% | 99,11% |
06/08/2024 | 1,10% | 90,60 % | 91,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 341 CHF | 91 341 CHF | 91,07% | 91,07% |
02/08/2024 | 1,05% | 93,00 % | 94,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 630 CHF | 95 630 CHF | 96,94% | 96,94% |
30/07/2024 | 1,01% | 98,20 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 410 CHF | 99 410 CHF | 46,75% | 46,75% |