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 | 1,06% | 94,30 % | 95,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 934 CHF | 94 934 CHF | 97,33% | 97,33% |
14/08/2024 | 1,06% | 94,20 % | 95,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 036 CHF | 95 036 CHF | 76,95% | 76,95% |
13/08/2024 | 1,06% | 93,50 % | 94,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 422 CHF | 94 422 CHF | 96,20% | 96,20% |
12/08/2024 | 1,06% | 93,95 % | 94,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 991 CHF | 94 991 CHF | 96,00% | 96,00% |
09/08/2024 | 1,06% | 93,95 % | 94,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 061 CHF | 95 061 CHF | 97,13% | 97,13% |
08/08/2024 | 1,06% | 94,10 % | 95,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 129 CHF | 95 129 CHF | 88,58% | 88,58% |
07/08/2024 | 1,05% | 95,05 % | 96,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 730 CHF | 95 730 CHF | 98,52% | 98,52% |
06/08/2024 | 1,06% | 94,20 % | 95,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 090 CHF | 95 090 CHF | 87,92% | 87,92% |
02/08/2024 | 1,04% | 95,10 % | 96,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 701 CHF | 96 701 CHF | 68,98% | 68,98% |
30/07/2024 | 1,02% | 97,35 % | 98,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 235 CHF | 98 235 CHF | 46,74% | 46,74% |