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% | 97,55 % | 98,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 122 CHF | 97 855 CHF | 89,20% | 89,20% |
14/08/2024 | 0,74% | 96,70 % | 97,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 501 CHF | 97 222 CHF | 92,89% | 92,89% |
13/08/2024 | 0,75% | 95,90 % | 96,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 411 CHF | 96 132 CHF | 90,33% | 90,33% |
12/08/2024 | 0,75% | 95,50 % | 96,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 476 CHF | 96 199 CHF | 96,53% | 96,53% |
09/08/2024 | 0,75% | 94,55 % | 95,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 758 CHF | 95 469 CHF | 97,71% | 97,71% |
08/08/2024 | 0,82% | 93,95 % | 94,65 % | 100 000 | 100 000 | 93 375 | 93 375 | 87 039 CHF | 87 725 CHF | 94,48% | 94,48% |
07/08/2024 | 0,75% | 94,40 % | 95,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 525 CHF | 94 231 CHF | 85,19% | 85,19% |
06/08/2024 | 0,75% | 91,70 % | 92,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 522 CHF | 92 212 CHF | 84,26% | 84,26% |
02/08/2024 | 0,75% | 93,30 % | 94,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 446 CHF | 95 157 CHF | 86,09% | 86,09% |
31/07/2024 | 0,76% | 97,40 % | 98,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 477 CHF | 98 217 CHF | 30,36% | 30,36% |