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 | 0,72% | 104,20 % | 105,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 107 CHF | 104 859 CHF | 98,41% | 98,41% |
14/08/2024 | 0,76% | 104,00 % | 104,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 000 CHF | 104 796 CHF | 98,08% | 98,08% |
13/08/2024 | 0,75% | 103,80 % | 104,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 790 CHF | 104 575 CHF | 96,30% | 96,30% |
12/08/2024 | 0,75% | 103,70 % | 104,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 758 CHF | 104 542 CHF | 94,97% | 94,97% |
09/08/2024 | 0,76% | 103,60 % | 104,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 658 CHF | 104 445 CHF | 98,80% | 98,80% |
08/08/2024 | 0,73% | 103,60 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 523 CHF | 104 281 CHF | 91,20% | 91,20% |
07/08/2024 | 0,75% | 103,70 % | 104,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 631 CHF | 104 411 CHF | 94,30% | 94,30% |
06/08/2024 | 0,76% | 103,40 % | 104,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 406 CHF | 104 196 CHF | 96,45% | 96,45% |
02/08/2024 | 0,75% | 103,60 % | 104,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 839 CHF | 104 617 CHF | 87,88% | 87,88% |
31/07/2024 | 0,76% | 104,30 % | 105,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 300 CHF | 105 100 CHF | 30,62% | 30,62% |