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% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 500 CHF | 101 300 CHF | 65,81% | 65,81% |
14/08/2024 | 0,79% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 500 CHF | 101 300 CHF | 75,28% | 75,28% |
13/08/2024 | 0,79% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 500 CHF | 101 300 CHF | 89,45% | 89,45% |
12/08/2024 | 0,79% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 500 CHF | 101 300 CHF | 96,66% | 96,66% |
09/08/2024 | 0,69% | 100,60 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 600 CHF | 101 300 CHF | 76,22% | 76,22% |
08/08/2024 | 0,76% | 100,60 % | 101,30 % | 100 000 | 100 000 | 94 282 | 94 282 | 94 830 CHF | 95 525 CHF | 94,70% | 94,70% |
07/08/2024 | 0,79% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 600 CHF | 101 400 CHF | 76,51% | 76,51% |
06/08/2024 | 0,79% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 600 CHF | 101 400 CHF | 55,00% | 55,00% |
02/08/2024 | 0,79% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 600 CHF | 101 400 CHF | 82,43% | 82,43% |
31/07/2024 | 0,69% | 100,70 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 700 CHF | 101 400 CHF | 30,48% | 30,48% |