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 | 0,75% | 98,50 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 783 CHF | 98 518 CHF | 93,74% | 93,74% |
14/08/2024 | 0,75% | 97,55 % | 98,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 572 CHF | 98 310 CHF | 94,08% | 94,08% |
13/08/2024 | 0,75% | 97,10 % | 97,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 766 CHF | 97 495 CHF | 96,00% | 96,00% |
12/08/2024 | 0,75% | 96,85 % | 97,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 853 CHF | 97 585 CHF | 95,29% | 95,29% |
09/08/2024 | 0,75% | 96,40 % | 97,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 258 CHF | 96 986 CHF | 94,93% | 94,93% |
08/08/2024 | 0,81% | 96,15 % | 96,85 % | 100 000 | 100 000 | 93 692 | 93 692 | 89 221 CHF | 89 923 CHF | 78,30% | 78,30% |
07/08/2024 | 0,75% | 96,05 % | 96,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 670 CHF | 96 393 CHF | 85,43% | 85,43% |
06/08/2024 | 0,75% | 94,35 % | 95,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 077 CHF | 94 786 CHF | 95,47% | 95,47% |
02/08/2024 | 0,75% | 96,45 % | 97,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 024 CHF | 97 755 CHF | 85,62% | 85,62% |
31/07/2024 | 0,75% | 98,55 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 740 CHF | 99 486 CHF | 29,28% | 29,28% |