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 | 1,03% | 97,00 % | 98,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 798 CHF | 97 798 CHF | 97,33% | 97,33% |
14/08/2024 | 1,03% | 96,60 % | 97,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 603 CHF | 97 603 CHF | 76,95% | 76,95% |
13/08/2024 | 1,04% | 96,20 % | 97,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 981 CHF | 96 981 CHF | 96,20% | 96,20% |
12/08/2024 | 1,04% | 95,70 % | 96,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 805 CHF | 96 805 CHF | 96,00% | 96,00% |
09/08/2024 | 1,04% | 95,65 % | 96,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 704 CHF | 96 704 CHF | 96,05% | 96,05% |
08/08/2024 | 1,05% | 95,35 % | 96,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 904 CHF | 95 904 CHF | 87,60% | 87,60% |
07/08/2024 | 1,05% | 95,45 % | 96,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 148 CHF | 96 148 CHF | 98,27% | 98,27% |
06/08/2024 | 1,06% | 94,45 % | 95,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 135 CHF | 95 135 CHF | 70,85% | 70,85% |
02/08/2024 | 1,04% | 95,60 % | 96,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 797 CHF | 96 797 CHF | 71,06% | 71,06% |
30/07/2024 | 1,04% | 96,15 % | 97,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 098 CHF | 97 098 CHF | 46,75% | 46,75% |