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% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 940 CHF | 100 695 CHF | 88,55% | 88,55% |
14/08/2024 | 0,76% | 99,85 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 805 CHF | 100 563 CHF | 91,58% | 91,58% |
13/08/2024 | 0,75% | 99,65 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 517 CHF | 100 261 CHF | 96,54% | 96,54% |
12/08/2024 | 0,75% | 99,50 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 571 CHF | 100 322 CHF | 58,68% | 58,68% |
09/08/2024 | 0,75% | 99,85 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 843 CHF | 100 596 CHF | 98,88% | 98,88% |
08/08/2024 | 0,75% | 99,90 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 518 CHF | 100 272 CHF | 96,26% | 96,26% |
07/08/2024 | 0,75% | 100,10 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 671 CHF | 100 424 CHF | 62,84% | 62,84% |
06/08/2024 | 0,75% | 98,90 % | 99,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 811 CHF | 99 555 CHF | 96,73% | 96,73% |
02/08/2024 | 0,75% | 99,85 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 048 CHF | 100 801 CHF | 92,81% | 92,81% |
31/07/2024 | 0,74% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 779 CHF | 101 524 CHF | 29,34% | 29,34% |