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% | 100,64 % | 101,44 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 468 CHF | 60 948 CHF | 100,00% | 100,00% |
14/08/2024 | 0,79% | 100,87 % | 101,67 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 512 CHF | 60 992 CHF | 97,96% | 97,96% |
13/08/2024 | 0,79% | 100,01 % | 100,80 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 038 CHF | 60 513 CHF | 100,00% | 100,00% |
12/08/2024 | 0,79% | 100,35 % | 101,15 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 214 CHF | 60 694 CHF | 100,00% | 100,00% |
09/08/2024 | 0,79% | 100,28 % | 101,08 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 208 CHF | 60 688 CHF | 100,00% | 100,00% |
08/08/2024 | 0,79% | 100,29 % | 101,09 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 075 CHF | 60 550 CHF | 100,00% | 100,00% |
07/08/2024 | 0,79% | 100,33 % | 101,13 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 173 CHF | 60 652 CHF | 100,00% | 100,00% |
06/08/2024 | 0,79% | 100,01 % | 100,80 % | 45 000 | 60 000 | 54 186 | 60 000 | 54 242 CHF | 60 533 CHF | 100,00% | 100,00% |
02/08/2024 | 0,79% | 100,45 % | 101,25 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 355 CHF | 60 835 CHF | 100,00% | 100,00% |
30/07/2024 | 0,79% | 100,85 % | 101,65 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 509 CHF | 60 989 CHF | 100,00% | 100,00% |