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% | 102,50 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 362 CHF | 103 147 CHF | 98,41% | 98,41% |
14/08/2024 | 0,75% | 102,20 % | 103,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 200 CHF | 102 968 CHF | 98,01% | 98,01% |
13/08/2024 | 0,77% | 101,90 % | 102,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 882 CHF | 102 666 CHF | 96,30% | 96,30% |
12/08/2024 | 0,75% | 101,80 % | 102,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 827 CHF | 102 591 CHF | 93,19% | 93,19% |
09/08/2024 | 0,77% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 663 CHF | 102 444 CHF | 98,87% | 98,87% |
08/08/2024 | 0,76% | 101,60 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 436 CHF | 102 210 CHF | 90,16% | 90,16% |
07/08/2024 | 0,75% | 101,70 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 580 CHF | 102 339 CHF | 94,60% | 94,60% |
06/08/2024 | 0,75% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 185 CHF | 101 951 CHF | 98,62% | 98,62% |
02/08/2024 | 0,75% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 886 CHF | 102 655 CHF | 93,23% | 93,23% |
31/07/2024 | 0,77% | 102,70 % | 103,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 700 CHF | 103 491 CHF | 30,58% | 30,58% |