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% | 84,35 % | 85,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 405 CHF | 83 026 CHF | 93,98% | 93,98% |
14/08/2024 | 0,75% | 81,25 % | 81,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 418 CHF | 82 031 CHF | 81,65% | 81,65% |
13/08/2024 | 0,75% | 80,40 % | 81,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 79 862 CHF | 80 465 CHF | 96,93% | 96,93% |
12/08/2024 | 0,75% | 79,70 % | 80,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 79 748 CHF | 80 347 CHF | 96,34% | 96,34% |
09/08/2024 | 0,75% | 79,85 % | 80,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 79 853 CHF | 80 455 CHF | 95,61% | 95,61% |
08/08/2024 | 0,75% | 77,20 % | 77,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 76 811 CHF | 77 385 CHF | 78,18% | 78,18% |
07/08/2024 | 0,75% | 80,25 % | 80,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 80 476 CHF | 81 083 CHF | 90,59% | 90,59% |
06/08/2024 | 0,75% | 78,45 % | 79,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 78 138 CHF | 78 725 CHF | 94,54% | 94,54% |
02/08/2024 | 0,75% | 81,50 % | 82,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 679 CHF | 83 303 CHF | 81,84% | 81,84% |
31/07/2024 | 0,75% | 84,60 % | 85,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 511 CHF | 86 159 CHF | 5,81% | 5,81% |