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 | 1,05% | 95,20 % | 96,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 494 CHF | 95 494 CHF | 67,83% | 67,83% |
14/08/2024 | 1,06% | 94,20 % | 95,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 209 CHF | 95 209 CHF | 76,64% | 76,64% |
13/08/2024 | 1,05% | 94,45 % | 95,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 496 CHF | 95 496 CHF | 96,20% | 96,20% |
12/08/2024 | 1,05% | 94,75 % | 95,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 617 CHF | 95 617 CHF | 95,79% | 95,79% |
09/08/2024 | 1,05% | 94,25 % | 95,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 540 CHF | 95 540 CHF | 97,39% | 97,39% |
08/08/2024 | 1,06% | 93,80 % | 94,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 468 CHF | 94 468 CHF | 87,19% | 87,19% |
07/08/2024 | 1,06% | 94,50 % | 95,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 792 CHF | 94 792 CHF | 99,04% | 99,04% |
06/08/2024 | 1,08% | 92,75 % | 93,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 255 CHF | 93 255 CHF | 90,57% | 90,57% |
02/08/2024 | 1,05% | 93,95 % | 94,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 042 CHF | 96 042 CHF | 96,56% | 96,56% |
30/07/2024 | 1,04% | 95,45 % | 96,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 449 CHF | 96 449 CHF | 46,73% | 46,73% |