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 | 0,97% | 102,80 % | 103,80 % | 100 000 | 100 000 | 25 162 | 25 162 | 25 828 CHF | 26 080 CHF | 94,84% | 94,84% |
14/08/2024 | 0,97% | 102,70 % | 103,70 % | 100 000 | 100 000 | 24 404 | 24 404 | 25 092 CHF | 25 336 CHF | 92,65% | 92,65% |
13/08/2024 | 0,97% | 103,00 % | 104,00 % | 100 000 | 100 000 | 21 824 | 21 824 | 22 415 CHF | 22 633 CHF | 94,12% | 94,12% |
12/08/2024 | 0,97% | 102,20 % | 103,20 % | 100 000 | 100 000 | 97 344 | 97 344 | 99 443 CHF | 100 416 CHF | 18,51% | 18,51% |
09/08/2024 | 0,99% | 100,40 % | 101,40 % | 100 000 | 100 000 | 27 756 | 27 756 | 27 953 CHF | 28 230 CHF | 98,33% | 98,33% |
08/08/2024 | 0,99% | 100,30 % | 101,30 % | 100 000 | 100 000 | 29 546 | 29 546 | 29 631 CHF | 29 927 CHF | 79,88% | 79,88% |
07/08/2024 | 0,98% | 101,10 % | 102,10 % | 10 000 | 10 000 | 10 000 | 10 000 | 10 125 CHF | 10 225 CHF | 98,68% | 98,68% |
06/08/2024 | 1,00% | 100,20 % | 101,20 % | 100 000 | 100 000 | 23 319 | 23 319 | 23 305 CHF | 23 538 CHF | 81,61% | 81,61% |
02/08/2024 | 0,96% | 102,40 % | 103,40 % | 10 000 | 10 000 | 63 323 | 63 323 | 65 812 CHF | 66 445 CHF | 96,39% | 96,39% |
30/07/2024 | 0,96% | 103,30 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 201 CHF | 104 201 CHF | 46,46% | 46,46% |