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% | 94,00 % | 94,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 699 CHF | 94 402 CHF | 68,15% | 68,15% |
14/08/2024 | 0,75% | 93,45 % | 94,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 607 CHF | 94 307 CHF | 90,85% | 90,85% |
13/08/2024 | 0,75% | 93,35 % | 94,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 345 CHF | 94 046 CHF | 84,44% | 84,44% |
12/08/2024 | 0,75% | 93,30 % | 94,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 410 CHF | 94 115 CHF | 64,66% | 64,66% |
09/08/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
08/08/2024 | 0,75% | 94,15 % | 94,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 612 CHF | 94 316 CHF | 70,32% | 70,32% |
07/08/2024 | 0,75% | 94,75 % | 95,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 019 CHF | 94 731 CHF | 86,05% | 86,05% |
06/08/2024 | 1,25% | 93,05 % | 94,25 % | 50 000 | 50 000 | 50 000 | 50 000 | 46 822 CHF | 47 413 CHF | 86,13% | 86,13% |
02/08/2024 | 0,75% | 93,60 % | 94,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 538 CHF | 95 248 CHF | 90,64% | 90,64% |
31/07/2024 | 0,75% | 96,70 % | 97,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 866 CHF | 97 596 CHF | 29,62% | 29,62% |