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 | 1,02% | 98,00 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 948 CHF | 98 948 CHF | 97,33% | 97,33% |
14/08/2024 | 1,02% | 97,75 % | 98,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 628 CHF | 98 628 CHF | 76,95% | 76,95% |
13/08/2024 | 1,02% | 97,30 % | 98,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 138 CHF | 98 138 CHF | 96,20% | 96,20% |
12/08/2024 | 1,03% | 97,35 % | 98,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 926 CHF | 97 926 CHF | 96,00% | 96,00% |
09/08/2024 | 1,03% | 96,40 % | 97,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 974 CHF | 97 974 CHF | 96,13% | 96,13% |
08/08/2024 | 1,03% | 96,10 % | 97,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 595 CHF | 97 595 CHF | 87,43% | 87,43% |
07/08/2024 | 1,03% | 96,85 % | 97,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 361 CHF | 97 361 CHF | 97,53% | 97,53% |
06/08/2024 | 1,05% | 95,55 % | 96,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 079 CHF | 96 079 CHF | 91,16% | 91,16% |
02/08/2024 | 1,03% | 96,20 % | 97,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 332 CHF | 97 332 CHF | 43,88% | 43,88% |
30/07/2024 | 1,03% | 97,00 % | 98,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 831 CHF | 97 831 CHF | 41,50% | 41,50% |