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 | 1,00% | 98,65 % | 99,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 982 CHF | 99 981 CHF | 97,33% | 97,33% |
14/08/2024 | 1,02% | 97,75 % | 98,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 793 CHF | 98 793 CHF | 76,95% | 76,95% |
13/08/2024 | 1,03% | 98,15 % | 99,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 887 CHF | 97 887 CHF | 95,78% | 95,78% |
12/08/2024 | 1,03% | 96,25 % | 97,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 205 CHF | 97 205 CHF | 96,00% | 96,00% |
09/08/2024 | 1,03% | 96,05 % | 97,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 523 CHF | 97 523 CHF | 96,57% | 96,57% |
08/08/2024 | 1,04% | 95,70 % | 96,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 367 CHF | 96 367 CHF | 88,17% | 88,17% |
07/08/2024 | 1,04% | 96,85 % | 97,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 736 CHF | 96 736 CHF | 98,62% | 98,62% |
06/08/2024 | 1,06% | 95,20 % | 96,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 806 CHF | 94 806 CHF | 91,39% | 91,39% |
02/08/2024 | 1,03% | 95,75 % | 96,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 440 CHF | 97 440 CHF | 96,41% | 96,41% |
30/07/2024 | 1,03% | 97,00 % | 98,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 933 CHF | 97 933 CHF | 46,75% | 46,75% |