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 | 1,05% | 94,45 % | 95,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 406 CHF | 95 406 CHF | 97,33% | 97,33% |
14/08/2024 | 1,06% | 93,65 % | 94,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 891 CHF | 94 891 CHF | 76,95% | 76,95% |
13/08/2024 | 1,07% | 93,35 % | 94,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 833 CHF | 93 833 CHF | 96,20% | 96,20% |
12/08/2024 | 1,07% | 93,10 % | 94,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 927 CHF | 93 927 CHF | 96,00% | 96,00% |
09/08/2024 | 1,07% | 92,80 % | 93,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 227 CHF | 94 227 CHF | 97,40% | 97,40% |
08/08/2024 | 1,08% | 92,95 % | 93,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 326 CHF | 93 326 CHF | 88,38% | 88,38% |
07/08/2024 | 1,07% | 93,65 % | 94,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 739 CHF | 93 739 CHF | 95,57% | 95,57% |
06/08/2024 | 1,10% | 90,80 % | 91,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 438 CHF | 91 438 CHF | 91,97% | 91,97% |
02/08/2024 | 1,07% | 91,80 % | 92,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 395 CHF | 94 395 CHF | 95,00% | 95,00% |
30/07/2024 | 1,05% | 94,65 % | 95,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 945 CHF | 95 945 CHF | 44,78% | 44,78% |