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 | 1,01% | 99,15 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 885 CHF | 99 887 CHF | 97,33% | 97,33% |
14/08/2024 | 1,01% | 98,95 % | 99,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 855 CHF | 99 855 CHF | 76,95% | 76,95% |
13/08/2024 | 1,01% | 98,40 % | 99,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 370 CHF | 99 370 CHF | 96,20% | 96,20% |
12/08/2024 | 1,01% | 98,60 % | 99,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 671 CHF | 99 671 CHF | 96,00% | 96,00% |
09/08/2024 | 1,01% | 98,55 % | 99,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 476 CHF | 99 476 CHF | 97,31% | 97,31% |
08/08/2024 | 1,02% | 98,20 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 874 CHF | 98 874 CHF | 83,32% | 83,32% |
07/08/2024 | 1,01% | 98,80 % | 99,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 286 CHF | 99 286 CHF | 98,73% | 98,73% |
06/08/2024 | 1,02% | 97,60 % | 98,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 738 CHF | 98 738 CHF | 89,92% | 89,92% |
02/08/2024 | 1,00% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 769 CHF | 100 773 CHF | 69,56% | 69,56% |
30/07/2024 | 0,99% | 101,00 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 954 CHF | 101 954 CHF | 46,73% | 46,73% |