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 | 0,79% | 98,85 % | 99,63 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 249 CHF | 59 717 CHF | 100,00% | 100,00% |
14/08/2024 | 0,79% | 98,11 % | 98,89 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 821 CHF | 59 289 CHF | 100,00% | 100,00% |
13/08/2024 | 0,79% | 97,93 % | 98,71 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 764 CHF | 59 232 CHF | 100,00% | 100,00% |
12/08/2024 | 0,79% | 98,08 % | 98,86 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 848 CHF | 59 316 CHF | 100,00% | 100,00% |
09/08/2024 | 0,79% | 98,41 % | 99,19 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 149 CHF | 59 617 CHF | 100,00% | 100,00% |
08/08/2024 | 0,79% | 98,44 % | 99,22 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 925 CHF | 59 393 CHF | 100,00% | 100,00% |
07/08/2024 | 0,79% | 98,37 % | 99,15 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 929 CHF | 59 397 CHF | 100,00% | 100,00% |
06/08/2024 | 0,79% | 97,47 % | 98,24 % | 40 000 | 60 000 | 52 250 | 60 000 | 50 914 CHF | 58 928 CHF | 100,00% | 100,00% |
02/08/2024 | 0,79% | 99,84 % | 100,63 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 888 CHF | 60 362 CHF | 100,00% | 100,00% |
30/07/2024 | 0,79% | 100,11 % | 100,90 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 013 CHF | 60 487 CHF | 100,00% | 100,00% |