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 | 1,62% | 61,65 % | 62,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 61 252 CHF | 62 252 CHF | 97,33% | 97,33% |
14/08/2024 | 1,62% | 61,15 % | 62,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 61 170 CHF | 62 170 CHF | 76,95% | 76,95% |
13/08/2024 | 1,64% | 60,70 % | 61,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 461 CHF | 61 461 CHF | 96,20% | 96,20% |
12/08/2024 | 1,65% | 60,25 % | 61,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 280 CHF | 61 280 CHF | 96,00% | 96,00% |
09/08/2024 | 1,64% | 60,35 % | 61,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 379 CHF | 61 379 CHF | 97,24% | 97,24% |
08/08/2024 | 1,66% | 60,15 % | 61,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 618 CHF | 60 618 CHF | 87,97% | 87,97% |
07/08/2024 | 1,66% | 60,15 % | 61,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 859 CHF | 60 859 CHF | 98,85% | 98,85% |
06/08/2024 | 1,68% | 59,45 % | 60,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 097 CHF | 60 097 CHF | 90,27% | 90,27% |
02/08/2024 | 1,67% | 59,45 % | 60,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 425 CHF | 60 425 CHF | 95,50% | 95,50% |
30/07/2024 | 1,64% | 60,70 % | 61,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 654 CHF | 61 654 CHF | 46,75% | 46,75% |