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 | 1,06% | 94,25 % | 95,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 910 CHF | 94 910 CHF | 97,33% | 97,33% |
14/08/2024 | 1,06% | 93,80 % | 94,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 852 CHF | 94 852 CHF | 76,95% | 76,95% |
13/08/2024 | 1,06% | 93,50 % | 94,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 528 CHF | 94 528 CHF | 91,43% | 91,43% |
12/08/2024 | 1,06% | 93,50 % | 94,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 602 CHF | 94 602 CHF | 96,00% | 96,00% |
09/08/2024 | 1,06% | 93,60 % | 94,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 797 CHF | 94 797 CHF | 97,17% | 97,17% |
08/08/2024 | 1,06% | 94,00 % | 95,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 504 CHF | 94 504 CHF | 86,20% | 86,20% |
07/08/2024 | 1,06% | 94,35 % | 95,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 726 CHF | 94 726 CHF | 98,85% | 98,85% |
06/08/2024 | 1,07% | 93,05 % | 94,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 161 CHF | 94 161 CHF | 87,82% | 87,82% |
02/08/2024 | 1,06% | 93,35 % | 94,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 053 CHF | 95 053 CHF | 68,61% | 68,61% |
30/07/2024 | 1,03% | 96,15 % | 97,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 218 CHF | 97 218 CHF | 46,75% | 46,75% |