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% | 99,95 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 624 CHF | 100 629 CHF | 97,33% | 97,33% |
14/08/2024 | 1,00% | 99,15 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 488 CHF | 100 486 CHF | 76,69% | 76,69% |
13/08/2024 | 1,01% | 99,00 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 661 CHF | 99 661 CHF | 96,20% | 96,20% |
12/08/2024 | 1,01% | 98,30 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 354 CHF | 99 354 CHF | 96,00% | 96,00% |
09/08/2024 | 1,01% | 98,05 % | 99,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 101 CHF | 99 101 CHF | 97,23% | 97,23% |
08/08/2024 | 1,03% | 97,55 % | 98,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 750 CHF | 97 750 CHF | 88,01% | 88,01% |
07/08/2024 | 1,02% | 98,35 % | 99,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 899 CHF | 98 899 CHF | 98,95% | 98,95% |
06/08/2024 | 1,04% | 96,50 % | 97,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 077 CHF | 97 077 CHF | 91,37% | 91,37% |
02/08/2024 | 0,99% | 98,80 % | 99,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 118 CHF | 101 118 CHF | 96,73% | 96,73% |
30/07/2024 | 0,98% | 101,10 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 146 CHF | 102 146 CHF | 46,75% | 46,75% |