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 | 0,70% | 100,36 % | 101,06 % | 300 000 | 300 000 | 300 000 | 300 000 | 300 964 CHF | 303 064 CHF | 100,00% | 100,00% |
14/08/2024 | 0,70% | 100,49 % | 101,19 % | 300 000 | 300 000 | 300 000 | 300 000 | 300 774 CHF | 302 874 CHF | 98,22% | 98,22% |
13/08/2024 | 0,70% | 99,22 % | 99,92 % | 300 000 | 300 000 | 300 000 | 300 000 | 296 992 CHF | 299 092 CHF | 100,00% | 100,00% |
12/08/2024 | 0,71% | 98,91 % | 99,61 % | 300 000 | 300 000 | 300 000 | 300 000 | 296 493 CHF | 298 593 CHF | 98,29% | 98,29% |
09/08/2024 | 0,71% | 98,57 % | 99,27 % | 300 000 | 300 000 | 300 000 | 300 000 | 295 628 CHF | 297 728 CHF | 100,00% | 100,00% |
08/08/2024 | 0,71% | 98,19 % | 98,89 % | 300 000 | 300 000 | 300 000 | 300 000 | 293 615 CHF | 295 715 CHF | 99,90% | 99,90% |
07/08/2024 | 0,71% | 98,72 % | 99,42 % | 300 000 | 300 000 | 300 000 | 300 000 | 294 995 CHF | 297 095 CHF | 99,40% | 99,40% |
06/08/2024 | 0,72% | 97,12 % | 97,82 % | 300 000 | 300 000 | 300 000 | 300 000 | 289 991 CHF | 292 091 CHF | 99,98% | 99,98% |
02/08/2024 | 0,71% | 97,40 % | 98,10 % | 300 000 | 300 000 | 300 000 | 300 000 | 294 826 CHF | 296 926 CHF | 99,98% | 99,98% |
31/07/2024 | 0,70% | 99,97 % | 100,67 % | 300 000 | 300 000 | 300 000 | 300 000 | 299 700 CHF | 301 800 CHF | 32,28% | 32,28% |