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 | 0,76% | 103,50 % | 104,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 335 CHF | 104 127 CHF | 80,16% | 80,16% |
14/08/2024 | 0,74% | 103,30 % | 104,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 166 CHF | 103 934 CHF | 82,21% | 82,21% |
13/08/2024 | 0,75% | 103,00 % | 103,70 % | 100 000 | 100 000 | 99 961 | 99 961 | 102 864 CHF | 103 641 CHF | 95,31% | 95,31% |
12/08/2024 | 0,76% | 102,90 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 876 CHF | 103 665 CHF | 96,71% | 96,71% |
09/08/2024 | 0,76% | 102,80 % | 103,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 770 CHF | 103 553 CHF | 98,93% | 98,93% |
08/08/2024 | 0,81% | 102,70 % | 103,50 % | 100 000 | 100 000 | 93 932 | 93 932 | 96 287 CHF | 97 044 CHF | 96,14% | 96,14% |
07/08/2024 | 0,76% | 102,70 % | 103,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 510 CHF | 103 289 CHF | 76,85% | 76,85% |
06/08/2024 | 0,75% | 102,00 % | 102,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 070 CHF | 102 840 CHF | 66,48% | 66,48% |
02/08/2024 | 0,75% | 102,70 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 767 CHF | 103 543 CHF | 82,59% | 82,59% |
31/07/2024 | 0,77% | 103,50 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 500 CHF | 104 295 CHF | 30,57% | 30,57% |