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 | 1,25% | 99,40 % | 100,60 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 556 CHF | 50 179 CHF | 68,24% | 68,24% |
14/08/2024 | 1,25% | 98,75 % | 100,00 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 340 CHF | 49 959 CHF | 97,33% | 97,33% |
13/08/2024 | 1,25% | 98,25 % | 99,50 % | 50 000 | 50 000 | 50 000 | 50 000 | 48 987 CHF | 49 604 CHF | 92,89% | 92,89% |
12/08/2024 | 1,25% | 98,00 % | 99,25 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 076 CHF | 49 693 CHF | 83,72% | 83,72% |
09/08/2024 | 1,25% | 98,10 % | 99,35 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 092 CHF | 49 710 CHF | 92,81% | 92,81% |
08/08/2024 | 1,25% | 97,40 % | 98,65 % | 50 000 | 50 000 | 50 000 | 50 000 | 48 513 CHF | 49 125 CHF | 74,12% | 74,12% |
07/08/2024 | 1,25% | 97,90 % | 99,10 % | 50 000 | 50 000 | 50 000 | 50 000 | 48 848 CHF | 49 464 CHF | 90,92% | 90,92% |
06/08/2024 | 1,25% | 96,65 % | 97,85 % | 50 000 | 50 000 | 50 000 | 50 000 | 48 353 CHF | 48 961 CHF | 80,62% | 80,62% |
02/08/2024 | 1,25% | 97,90 % | 99,15 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 509 CHF | 50 132 CHF | 44,40% | 44,40% |
31/07/2024 | 1,25% | 100,50 % | 101,80 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 334 CHF | 50 966 CHF | 24,38% | 24,38% |