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 | 1,65% | 62,30 % | 63,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 067 CHF | 61 067 CHF | 97,01% | 97,01% |
14/08/2024 | 1,67% | 59,40 % | 60,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 401 CHF | 60 401 CHF | 76,95% | 76,95% |
13/08/2024 | 1,68% | 58,80 % | 59,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 58 872 CHF | 59 872 CHF | 96,10% | 96,10% |
12/08/2024 | 1,69% | 58,55 % | 59,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 58 704 CHF | 59 704 CHF | 96,00% | 96,00% |
09/08/2024 | 1,68% | 58,50 % | 59,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 58 995 CHF | 59 995 CHF | 97,17% | 97,17% |
08/08/2024 | 1,71% | 59,15 % | 60,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 57 995 CHF | 58 995 CHF | 86,98% | 86,98% |
07/08/2024 | 1,69% | 59,55 % | 60,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 58 779 CHF | 59 779 CHF | 98,99% | 98,99% |
06/08/2024 | 1,71% | 58,25 % | 59,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 57 998 CHF | 58 998 CHF | 91,02% | 91,02% |
02/08/2024 | 1,67% | 58,55 % | 59,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 531 CHF | 60 531 CHF | 96,47% | 96,47% |
30/07/2024 | 1,56% | 63,60 % | 64,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 63 633 CHF | 64 633 CHF | 46,74% | 46,74% |