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% | 97,85 % | 98,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 601 CHF | 98 336 CHF | 99,19% | 99,19% |
14/08/2024 | 0,81% | 97,70 % | 98,45 % | 100 000 | 100 000 | 93 930 | 93 930 | 92 763 CHF | 93 495 CHF | 91,30% | 91,30% |
13/08/2024 | 0,75% | 93,25 % | 93,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 886 CHF | 93 586 CHF | 97,00% | 97,00% |
12/08/2024 | 0,75% | 93,75 % | 94,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 632 CHF | 94 336 CHF | 95,51% | 95,51% |
09/08/2024 | 0,75% | 93,30 % | 94,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 323 CHF | 94 024 CHF | 96,79% | 96,79% |
08/08/2024 | 0,75% | 92,55 % | 93,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 368 CHF | 92 057 CHF | 96,72% | 96,72% |
07/08/2024 | 0,75% | 92,35 % | 93,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 493 CHF | 92 182 CHF | 62,50% | 62,50% |
06/08/2024 | 0,75% | 90,50 % | 91,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 403 CHF | 91 087 CHF | 88,32% | 88,32% |
02/08/2024 | 0,75% | 92,20 % | 92,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 623 CHF | 93 320 CHF | 43,69% | 43,69% |
31/07/2024 | 0,75% | 94,10 % | 94,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 087 CHF | 94 800 CHF | 30,01% | 30,01% |