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% | 97,20 % | 97,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 869 CHF | 97 600 CHF | 95,49% | 95,49% |
14/08/2024 | 0,75% | 96,60 % | 97,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 462 CHF | 97 189 CHF | 97,37% | 97,37% |
13/08/2024 | 0,75% | 95,90 % | 96,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 874 CHF | 96 595 CHF | 95,52% | 95,52% |
12/08/2024 | 0,75% | 96,05 % | 96,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 099 CHF | 96 822 CHF | 79,16% | 79,16% |
09/08/2024 | 0,75% | 96,05 % | 96,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 057 CHF | 96 784 CHF | 93,39% | 93,39% |
08/08/2024 | 0,75% | 96,10 % | 96,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 737 CHF | 96 459 CHF | 76,25% | 76,25% |
07/08/2024 | 0,75% | 96,45 % | 97,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 131 CHF | 96 858 CHF | 90,88% | 90,88% |
06/08/2024 | 0,75% | 94,55 % | 95,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 656 CHF | 95 369 CHF | 19,68% | 19,68% |
02/08/2024 | 0,75% | 95,95 % | 96,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 493 CHF | 97 220 CHF | 75,82% | 75,82% |
31/07/2024 | 0,75% | 98,50 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 462 CHF | 99 204 CHF | 4,51% | 4,51% |