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 | 0,69% | 101,50 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 200 CHF | 88,78% | 88,78% |
14/08/2024 | 0,69% | 101,50 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 200 CHF | 92,38% | 92,38% |
13/08/2024 | 0,69% | 101,50 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 200 CHF | 89,53% | 89,53% |
12/08/2024 | 0,69% | 101,50 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 200 CHF | 95,64% | 95,64% |
09/08/2024 | 0,79% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 300 CHF | 97,26% | 97,26% |
08/08/2024 | 0,85% | 101,50 % | 102,30 % | 100 000 | 100 000 | 93 335 | 93 335 | 94 715 CHF | 95 495 CHF | 94,18% | 94,18% |
07/08/2024 | 0,79% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 300 CHF | 97,49% | 97,49% |
06/08/2024 | 0,69% | 101,50 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 207 CHF | 68,85% | 68,85% |
02/08/2024 | 0,72% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 564 CHF | 102 300 CHF | 86,53% | 86,53% |
31/07/2024 | 0,78% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 600 CHF | 102 400 CHF | 30,27% | 30,27% |