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 | 1,01% | 99,15 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 036 CHF | 100 037 CHF | 97,33% | 97,33% |
14/08/2024 | 1,01% | 98,85 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 883 CHF | 99 883 CHF | 76,95% | 76,95% |
13/08/2024 | 1,01% | 98,60 % | 99,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 527 CHF | 99 527 CHF | 95,00% | 95,00% |
12/08/2024 | 1,01% | 98,60 % | 99,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 535 CHF | 99 535 CHF | 96,00% | 96,00% |
09/08/2024 | 1,01% | 98,30 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 452 CHF | 99 452 CHF | 97,28% | 97,28% |
08/08/2024 | 1,02% | 98,10 % | 99,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 924 CHF | 98 924 CHF | 87,49% | 87,49% |
07/08/2024 | 1,02% | 98,25 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 915 CHF | 98 915 CHF | 96,76% | 96,76% |
06/08/2024 | 1,02% | 97,25 % | 98,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 200 CHF | 98 200 CHF | 90,50% | 90,50% |
02/08/2024 | 1,01% | 97,90 % | 98,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 539 CHF | 99 539 CHF | 97,58% | 97,58% |
30/07/2024 | 1,02% | 99,05 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 076 CHF | 100 094 CHF | 46,75% | 46,75% |