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% | 92,35 % | 93,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 992 CHF | 92 686 CHF | 99,20% | 99,20% |
14/08/2024 | 0,75% | 92,10 % | 92,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 761 CHF | 93 460 CHF | 65,58% | 65,58% |
13/08/2024 | 0,75% | 84,90 % | 85,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 447 CHF | 85 085 CHF | 97,01% | 97,01% |
12/08/2024 | 0,75% | 85,60 % | 86,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 405 CHF | 86 050 CHF | 96,71% | 96,71% |
09/08/2024 | 0,75% | 85,00 % | 85,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 031 CHF | 85 672 CHF | 98,45% | 98,45% |
08/08/2024 | 0,75% | 83,85 % | 84,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 481 CHF | 83 101 CHF | 96,68% | 96,68% |
07/08/2024 | 0,75% | 83,70 % | 84,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 820 CHF | 83 443 CHF | 83,48% | 83,48% |
06/08/2024 | 0,75% | 81,90 % | 82,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 784 CHF | 82 400 CHF | 84,48% | 84,48% |
02/08/2024 | 0,75% | 83,45 % | 84,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 942 CHF | 84 576 CHF | 34,79% | 34,79% |
31/07/2024 | 0,75% | 85,85 % | 86,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 998 CHF | 86 646 CHF | 11,38% | 11,38% |