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 | 1,03% | 96,90 % | 97,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 345 CHF | 97 345 CHF | 97,33% | 97,33% |
14/08/2024 | 1,04% | 95,75 % | 96,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 731 CHF | 96 731 CHF | 76,95% | 76,95% |
13/08/2024 | 1,05% | 94,90 % | 95,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 870 CHF | 95 870 CHF | 96,20% | 96,20% |
12/08/2024 | 1,05% | 95,05 % | 96,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 135 CHF | 96 135 CHF | 96,00% | 96,00% |
09/08/2024 | 1,05% | 94,80 % | 95,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 748 CHF | 95 748 CHF | 94,35% | 94,35% |
08/08/2024 | 1,07% | 94,25 % | 95,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 346 CHF | 94 346 CHF | 87,57% | 87,57% |
07/08/2024 | 1,06% | 94,55 % | 95,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 191 CHF | 95 191 CHF | 98,52% | 98,52% |
06/08/2024 | 1,08% | 91,75 % | 92,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 720 CHF | 92 720 CHF | 90,13% | 90,13% |
02/08/2024 | 1,06% | 93,20 % | 94,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 804 CHF | 94 804 CHF | 68,97% | 68,97% |
30/07/2024 | 1,03% | 96,65 % | 97,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 726 CHF | 97 726 CHF | 46,73% | 46,73% |