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% | 98,15 % | 98,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 060 CHF | 97 789 CHF | 94,43% | 94,43% |
14/08/2024 | 0,75% | 96,45 % | 97,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 543 CHF | 97 272 CHF | 94,51% | 94,51% |
13/08/2024 | 0,75% | 96,05 % | 96,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 814 CHF | 96 536 CHF | 96,93% | 96,93% |
12/08/2024 | 0,75% | 95,70 % | 96,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 726 CHF | 96 450 CHF | 96,31% | 96,31% |
09/08/2024 | 0,75% | 95,80 % | 96,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 684 CHF | 96 404 CHF | 96,58% | 96,58% |
08/08/2024 | 0,75% | 94,05 % | 94,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 886 CHF | 94 597 CHF | 96,67% | 96,67% |
07/08/2024 | 0,75% | 95,50 % | 96,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 626 CHF | 96 345 CHF | 98,37% | 98,37% |
06/08/2024 | 0,75% | 94,75 % | 95,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 556 CHF | 95 267 CHF | 98,47% | 98,47% |
02/08/2024 | 0,76% | 96,00 % | 96,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 569 CHF | 97 301 CHF | 94,96% | 94,96% |
31/07/2024 | 0,75% | 97,75 % | 98,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 758 CHF | 98 496 CHF | 20,28% | 20,28% |