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% | 99,89 % | 100,68 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 879 CHF | 60 353 CHF | 100,00% | 100,00% |
14/08/2024 | 0,79% | 99,30 % | 100,09 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 585 CHF | 60 059 CHF | 100,00% | 100,00% |
13/08/2024 | 0,79% | 99,29 % | 100,08 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 567 CHF | 60 041 CHF | 100,00% | 100,00% |
12/08/2024 | 0,79% | 99,33 % | 100,12 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 597 CHF | 60 071 CHF | 100,00% | 100,00% |
09/08/2024 | 0,79% | 99,60 % | 100,39 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 830 CHF | 60 304 CHF | 100,00% | 100,00% |
08/08/2024 | 0,79% | 99,54 % | 100,33 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 670 CHF | 60 144 CHF | 100,00% | 100,00% |
07/08/2024 | 0,79% | 99,56 % | 100,35 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 671 CHF | 60 145 CHF | 100,00% | 100,00% |
06/08/2024 | 0,79% | 99,01 % | 99,80 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 400 CHF | 59 871 CHF | 100,00% | 100,00% |
02/08/2024 | 0,79% | 99,78 % | 100,57 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 893 CHF | 60 367 CHF | 100,00% | 100,00% |
30/07/2024 | 0,79% | 99,75 % | 100,54 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 813 CHF | 60 287 CHF | 100,00% | 100,00% |