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% | 99,33 % | 100,12 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 424 CHF | 59 895 CHF | 100,00% | 100,00% |
14/08/2024 | 0,79% | 98,62 % | 99,40 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 176 CHF | 59 644 CHF | 100,00% | 100,00% |
13/08/2024 | 0,79% | 98,19 % | 98,97 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 965 CHF | 59 433 CHF | 100,00% | 100,00% |
12/08/2024 | 0,79% | 98,50 % | 99,28 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 884 CHF | 59 352 CHF | 100,00% | 100,00% |
09/08/2024 | 0,79% | 97,69 % | 98,46 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 545 CHF | 59 007 CHF | 100,00% | 100,00% |
08/08/2024 | 0,79% | 97,38 % | 98,15 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 096 CHF | 58 557 CHF | 100,00% | 100,00% |
07/08/2024 | 0,79% | 97,01 % | 97,78 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 651 CHF | 58 108 CHF | 82,82% | 82,82% |
06/08/2024 | 0,79% | 95,31 % | 96,07 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 040 CHF | 57 491 CHF | 100,00% | 100,00% |
02/08/2024 | 0,79% | 96,73 % | 97,50 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 840 CHF | 59 307 CHF | 100,00% | 100,00% |
30/07/2024 | 0,79% | 98,54 % | 99,32 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 030 CHF | 59 498 CHF | 100,00% | 100,00% |