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 | 0,79% | 100,07 % | 100,86 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 043 CHF | 60 517 CHF | 100,00% | 100,00% |
14/08/2024 | 0,79% | 99,91 % | 100,70 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 958 CHF | 60 432 CHF | 100,00% | 100,00% |
13/08/2024 | 0,79% | 99,90 % | 100,69 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 930 CHF | 60 404 CHF | 100,00% | 100,00% |
12/08/2024 | 0,79% | 99,37 % | 100,16 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 627 CHF | 60 101 CHF | 100,00% | 100,00% |
09/08/2024 | 0,79% | 99,48 % | 100,27 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 538 CHF | 60 012 CHF | 100,00% | 100,00% |
08/08/2024 | 0,79% | 98,33 % | 99,11 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 058 CHF | 59 527 CHF | 92,74% | 92,74% |
07/08/2024 | 0,79% | 100,25 % | 101,05 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 210 CHF | 60 690 CHF | 100,00% | 100,00% |
06/08/2024 | 0,79% | 100,41 % | 101,21 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 143 CHF | 60 620 CHF | 100,00% | 100,00% |
02/08/2024 | 0,79% | 101,10 % | 101,90 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 664 CHF | 61 144 CHF | 100,00% | 100,00% |
30/07/2024 | 0,79% | 101,23 % | 102,03 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 741 CHF | 61 221 CHF | 100,00% | 100,00% |