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 | 0,76% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 559 CHF | 100 316 CHF | 68,41% | 68,41% |
14/08/2024 | 0,76% | 99,20 % | 99,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 341 CHF | 100 099 CHF | 43,01% | 43,01% |
13/08/2024 | 0,75% | 99,15 % | 99,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 028 CHF | 99 772 CHF | 64,98% | 64,98% |
12/08/2024 | 0,75% | 99,00 % | 99,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 799 CHF | 99 542 CHF | 40,23% | 40,23% |
09/08/2024 | 0,75% | 98,55 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 936 CHF | 99 682 CHF | 49,06% | 49,06% |
08/08/2024 | 0,75% | 98,15 % | 98,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 918 CHF | 98 656 CHF | 41,27% | 41,27% |
07/08/2024 | 0,75% | 99,30 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 307 CHF | 100 056 CHF | 71,37% | 71,37% |
06/08/2024 | 0,75% | 98,55 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 138 CHF | 98 875 CHF | 60,53% | 60,53% |
02/08/2024 | 0,75% | 99,30 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 542 CHF | 100 295 CHF | 73,13% | 73,13% |
31/07/2024 | 0,74% | 100,00 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 014 CHF | 100 761 CHF | 7,75% | 7,75% |