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 | 1,02% | 97,70 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 123 CHF | 98 123 CHF | 97,33% | 97,33% |
14/08/2024 | 1,03% | 96,60 % | 97,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 763 CHF | 97 763 CHF | 76,95% | 76,95% |
13/08/2024 | 1,04% | 96,20 % | 97,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 037 CHF | 97 037 CHF | 96,20% | 96,20% |
12/08/2024 | 1,04% | 95,90 % | 96,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 040 CHF | 97 040 CHF | 96,00% | 96,00% |
09/08/2024 | 1,04% | 95,70 % | 96,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 935 CHF | 96 935 CHF | 97,12% | 97,12% |
08/08/2024 | 1,05% | 94,85 % | 95,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 394 CHF | 95 394 CHF | 88,28% | 88,28% |
07/08/2024 | 1,04% | 96,10 % | 97,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 975 CHF | 96 975 CHF | 99,11% | 99,11% |
06/08/2024 | 1,06% | 94,35 % | 95,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 088 CHF | 95 088 CHF | 90,92% | 90,92% |
02/08/2024 | 1,03% | 96,30 % | 97,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 844 CHF | 97 844 CHF | 95,32% | 95,32% |
30/07/2024 | 1,01% | 99,05 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 208 CHF | 100 213 CHF | 46,75% | 46,75% |