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 | 0,75% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 832 CHF | 100 582 CHF | 94,33% | 94,33% |
14/08/2024 | 0,75% | 99,35 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 409 CHF | 100 156 CHF | 94,59% | 94,59% |
13/08/2024 | 0,75% | 99,00 % | 99,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 813 CHF | 99 552 CHF | 96,93% | 96,93% |
12/08/2024 | 0,75% | 98,70 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 740 CHF | 99 487 CHF | 96,43% | 96,43% |
09/08/2024 | 0,75% | 98,80 % | 99,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 708 CHF | 99 455 CHF | 96,70% | 96,70% |
08/08/2024 | 0,75% | 97,30 % | 98,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 171 CHF | 97 901 CHF | 95,80% | 95,80% |
07/08/2024 | 0,75% | 98,55 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 623 CHF | 99 366 CHF | 98,56% | 98,56% |
06/08/2024 | 0,75% | 97,90 % | 98,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 738 CHF | 98 475 CHF | 98,41% | 98,41% |
02/08/2024 | 0,75% | 98,75 % | 99,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 226 CHF | 99 977 CHF | 94,57% | 94,57% |
31/07/2024 | 0,76% | 100,20 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 240 CHF | 101 001 CHF | 20,25% | 20,25% |