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% | 99,66 % | 100,45 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 795 CHF | 60 269 CHF | 100,00% | 100,00% |
14/08/2024 | 0,79% | 99,47 % | 100,26 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 683 CHF | 60 157 CHF | 100,00% | 100,00% |
13/08/2024 | 0,79% | 99,38 % | 100,17 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 573 CHF | 60 046 CHF | 100,00% | 100,00% |
12/08/2024 | 0,79% | 99,27 % | 100,06 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 574 CHF | 60 048 CHF | 100,00% | 100,00% |
09/08/2024 | 0,79% | 99,37 % | 100,16 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 645 CHF | 60 119 CHF | 100,00% | 100,00% |
08/08/2024 | 0,79% | 99,50 % | 100,29 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 610 CHF | 60 083 CHF | 100,00% | 100,00% |
07/08/2024 | 1,50% | 98,45 % | 99,94 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 066 CHF | 59 960 CHF | 100,00% | 100,00% |
06/08/2024 | 1,50% | 98,23 % | 99,71 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 876 CHF | 59 764 CHF | 100,00% | 100,00% |
02/08/2024 | 0,79% | 99,66 % | 100,45 % | 60 000 | 60 000 | 59 829 | 60 000 | 59 679 CHF | 60 325 CHF | 100,00% | 100,00% |
31/07/2024 | 0,79% | 100,24 % | 101,04 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 111 CHF | 60 586 CHF | 43,23% | 43,23% |