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 | 0,77% | 103,30 % | 104,10 % | 100 000 | 20 000 | 100 000 | 20 000 | 103 300 CHF | 20 820 CHF | 100,00% | 100,00% |
14/08/2024 | 0,77% | 103,30 % | 104,10 % | 100 000 | 20 000 | 100 000 | 20 000 | 103 300 CHF | 20 820 CHF | 99,50% | 99,50% |
13/08/2024 | 0,77% | 103,30 % | 104,10 % | 100 000 | 20 000 | 100 000 | 20 000 | 103 300 CHF | 20 820 CHF | 100,00% | 100,00% |
12/08/2024 | 0,77% | 103,20 % | 104,00 % | 100 000 | 20 000 | 100 000 | 20 000 | 103 200 CHF | 20 800 CHF | 99,63% | 99,63% |
09/08/2024 | 0,97% | 103,10 % | 104,10 % | 100 000 | 20 000 | 100 000 | 20 000 | 103 100 CHF | 20 820 CHF | 100,00% | 100,00% |
08/08/2024 | 0,77% | 103,20 % | 104,00 % | 100 000 | 20 000 | 100 000 | 20 000 | 103 200 CHF | 20 800 CHF | 100,00% | 100,00% |
07/08/2024 | 0,77% | 103,20 % | 104,00 % | 100 000 | 20 000 | 100 000 | 20 000 | 103 200 CHF | 20 800 CHF | 76,56% | 76,56% |
06/08/2024 | 0,77% | 103,20 % | 104,00 % | 100 000 | 20 000 | 100 000 | 20 000 | 103 200 CHF | 20 800 CHF | 100,00% | 100,00% |
02/08/2024 | 0,77% | 103,20 % | 104,00 % | 100 000 | 20 000 | 100 000 | 20 000 | 103 200 CHF | 20 800 CHF | 100,00% | 100,00% |
31/07/2024 | 1,24% | 103,20 % | 104,00 % | 100 000 | 20 000 | 57 822 | 11 564 | 59 648 CHF | 12 032 CHF | 63,36% | 63,36% |