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% | 99,88 % | 100,67 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 925 CHF | 60 399 CHF | 100,00% | 100,00% |
14/08/2024 | 0,79% | 99,54 % | 100,33 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 668 CHF | 60 142 CHF | 100,00% | 100,00% |
13/08/2024 | 0,79% | 99,01 % | 99,80 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 698 CHF | 60 172 CHF | 100,00% | 100,00% |
12/08/2024 | 0,79% | 99,52 % | 100,31 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 713 CHF | 60 187 CHF | 100,00% | 100,00% |
09/08/2024 | 0,79% | 99,86 % | 100,65 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 901 CHF | 60 375 CHF | 100,00% | 100,00% |
08/08/2024 | 0,79% | 99,72 % | 100,51 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 786 CHF | 60 260 CHF | 100,00% | 100,00% |
07/08/2024 | 0,79% | 99,71 % | 100,50 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 794 CHF | 60 268 CHF | 100,00% | 100,00% |
06/08/2024 | 0,79% | 99,34 % | 100,13 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 598 CHF | 60 072 CHF | 100,00% | 100,00% |
02/08/2024 | 0,79% | 100,02 % | 100,81 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 982 CHF | 60 456 CHF | 100,00% | 100,00% |
30/07/2024 | 0,79% | 99,92 % | 100,71 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 913 CHF | 60 387 CHF | 100,00% | 100,00% |