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% | 96,04 % | 96,80 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 272 CHF | 57 726 CHF | 100,00% | 100,00% |
14/08/2024 | 0,79% | 95,97 % | 96,73 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 189 CHF | 57 642 CHF | 100,00% | 100,00% |
13/08/2024 | 0,79% | 95,76 % | 96,52 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 979 CHF | 57 430 CHF | 86,16% | 86,16% |
12/08/2024 | 0,79% | 98,93 % | 99,71 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 415 CHF | 59 887 CHF | 100,00% | 100,00% |
09/08/2024 | 0,79% | 98,90 % | 99,68 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 373 CHF | 59 843 CHF | 100,00% | 100,00% |
08/08/2024 | 0,79% | 98,86 % | 99,64 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 052 CHF | 59 520 CHF | 100,00% | 100,00% |
07/08/2024 | 0,79% | 99,12 % | 99,91 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 382 CHF | 59 853 CHF | 100,00% | 100,00% |
06/08/2024 | 0,79% | 98,36 % | 99,14 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 822 CHF | 59 289 CHF | 100,00% | 100,00% |
02/08/2024 | 0,79% | 98,67 % | 99,45 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 325 CHF | 59 793 CHF | 100,00% | 100,00% |
30/07/2024 | 0,79% | 99,29 % | 100,08 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 570 CHF | 60 044 CHF | 100,00% | 100,00% |