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 | 0,76% | 101,70 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 645 CHF | 102 419 CHF | 98,37% | 98,37% |
14/08/2024 | 0,74% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 526 CHF | 102 284 CHF | 98,49% | 98,49% |
13/08/2024 | 0,76% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 083 CHF | 101 853 CHF | 90,75% | 90,75% |
12/08/2024 | 0,75% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 320 CHF | 102 083 CHF | 96,66% | 96,66% |
09/08/2024 | 0,75% | 101,20 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 252 CHF | 102 013 CHF | 97,81% | 97,81% |
08/08/2024 | 0,75% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 850 CHF | 101 609 CHF | 96,33% | 96,33% |
07/08/2024 | 0,75% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 908 CHF | 101 672 CHF | 97,84% | 97,84% |
06/08/2024 | 0,75% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 727 CHF | 101 483 CHF | 97,24% | 97,24% |
02/08/2024 | 0,76% | 101,50 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 048 CHF | 102 823 CHF | 91,81% | 91,81% |
31/07/2024 | 0,74% | 102,90 % | 103,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 903 CHF | 103 668 CHF | 29,30% | 29,30% |