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% | 100,01 % | 100,80 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 873 CHF | 60 347 CHF | 100,00% | 100,00% |
14/08/2024 | 0,79% | 99,76 % | 100,55 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 795 CHF | 60 269 CHF | 100,00% | 100,00% |
13/08/2024 | 0,79% | 99,54 % | 100,33 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 525 CHF | 59 999 CHF | 85,94% | 85,94% |
12/08/2024 | 0,79% | 99,48 % | 100,27 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 692 CHF | 60 166 CHF | 100,00% | 100,00% |
09/08/2024 | 0,79% | 99,40 % | 100,19 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 622 CHF | 60 096 CHF | 100,00% | 100,00% |
08/08/2024 | 0,79% | 99,26 % | 100,05 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 321 CHF | 59 791 CHF | 100,00% | 100,00% |
07/08/2024 | 0,79% | 99,20 % | 99,99 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 475 CHF | 59 949 CHF | 100,00% | 100,00% |
06/08/2024 | 0,79% | 98,74 % | 99,52 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 104 CHF | 59 572 CHF | 100,00% | 100,00% |
02/08/2024 | 0,79% | 99,19 % | 99,98 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 784 CHF | 60 258 CHF | 100,00% | 100,00% |
30/07/2024 | 0,79% | 99,75 % | 100,54 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 833 CHF | 60 307 CHF | 100,00% | 100,00% |