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% | 94,70 % | 95,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 364 CHF | 95 078 CHF | 98,81% | 98,81% |
14/08/2024 | 0,82% | 94,40 % | 95,10 % | 100 000 | 100 000 | 93 358 | 93 358 | 88 576 CHF | 89 274 CHF | 83,72% | 83,72% |
13/08/2024 | 0,75% | 87,80 % | 88,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 302 CHF | 87 958 CHF | 95,99% | 95,99% |
12/08/2024 | 0,75% | 88,45 % | 89,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 220 CHF | 88 883 CHF | 94,94% | 94,94% |
09/08/2024 | 0,75% | 87,80 % | 88,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 792 CHF | 88 453 CHF | 95,30% | 95,30% |
08/08/2024 | 0,75% | 86,55 % | 87,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 022 CHF | 85 662 CHF | 94,91% | 94,91% |
07/08/2024 | 0,75% | 86,40 % | 87,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 395 CHF | 86 036 CHF | 82,40% | 82,40% |
06/08/2024 | 0,75% | 84,30 % | 84,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 984 CHF | 84 619 CHF | 16,00% | 16,00% |
02/08/2024 | 0,75% | 85,95 % | 86,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 478 CHF | 87 131 CHF | 34,85% | 34,85% |
31/07/2024 | 0,74% | 88,80 % | 89,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 900 CHF | 89 562 CHF | 9,71% | 9,71% |