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 | 1,77% | 56,40 % | 57,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 56 027 CHF | 57 027 CHF | 97,33% | 97,33% |
14/08/2024 | 1,77% | 55,95 % | 56,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 958 CHF | 56 958 CHF | 76,95% | 76,95% |
13/08/2024 | 1,79% | 55,50 % | 56,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 276 CHF | 56 276 CHF | 96,20% | 96,20% |
12/08/2024 | 1,80% | 55,05 % | 56,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 111 CHF | 56 111 CHF | 96,00% | 96,00% |
09/08/2024 | 1,79% | 55,20 % | 56,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 214 CHF | 56 214 CHF | 95,74% | 95,74% |
08/08/2024 | 1,82% | 54,95 % | 55,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 466 CHF | 55 466 CHF | 85,46% | 85,46% |
07/08/2024 | 1,81% | 55,00 % | 56,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 710 CHF | 55 710 CHF | 99,11% | 99,11% |
06/08/2024 | 1,84% | 54,30 % | 55,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 53 974 CHF | 54 974 CHF | 91,30% | 91,30% |
02/08/2024 | 1,82% | 54,35 % | 55,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 310 CHF | 55 310 CHF | 97,16% | 97,16% |
30/07/2024 | 1,79% | 55,55 % | 56,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 499 CHF | 56 499 CHF | 46,75% | 46,75% |