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 | 1,00% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 100 CHF | 100 098 CHF | 97,33% | 97,33% |
14/08/2024 | 1,01% | 98,80 % | 99,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 743 CHF | 99 743 CHF | 76,95% | 76,95% |
13/08/2024 | 1,01% | 98,70 % | 99,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 531 CHF | 99 531 CHF | 94,57% | 94,57% |
12/08/2024 | 1,01% | 98,65 % | 99,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 390 CHF | 99 390 CHF | 96,00% | 96,00% |
09/08/2024 | 1,02% | 97,90 % | 98,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 001 CHF | 99 001 CHF | 97,20% | 97,20% |
08/08/2024 | 1,02% | 97,55 % | 98,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 212 CHF | 98 212 CHF | 88,03% | 88,03% |
07/08/2024 | 1,02% | 97,85 % | 98,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 645 CHF | 98 645 CHF | 98,88% | 98,88% |
06/08/2024 | 1,03% | 96,85 % | 97,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 501 CHF | 97 501 CHF | 91,26% | 91,26% |
02/08/2024 | 1,00% | 98,40 % | 99,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 270 CHF | 100 271 CHF | 96,83% | 96,83% |
30/07/2024 | 1,01% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 426 CHF | 100 433 CHF | 46,74% | 46,74% |