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 | 1,06% | 94,25 % | 95,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 799 CHF | 94 799 CHF | 97,33% | 97,33% |
14/08/2024 | 1,07% | 93,05 % | 94,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 141 CHF | 94 141 CHF | 76,90% | 76,90% |
13/08/2024 | 1,07% | 92,85 % | 93,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 900 CHF | 93 900 CHF | 96,20% | 96,20% |
12/08/2024 | 1,07% | 93,15 % | 94,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 039 CHF | 94 039 CHF | 96,00% | 96,00% |
09/08/2024 | 1,08% | 92,55 % | 93,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 321 CHF | 93 321 CHF | 97,20% | 97,20% |
08/08/2024 | 1,08% | 92,00 % | 93,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 715 CHF | 92 715 CHF | 88,15% | 88,15% |
07/08/2024 | 1,09% | 92,10 % | 93,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 555 CHF | 92 555 CHF | 98,88% | 98,88% |
06/08/2024 | 1,10% | 90,75 % | 91,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 286 CHF | 91 286 CHF | 90,53% | 90,53% |
02/08/2024 | 1,06% | 92,95 % | 93,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 959 CHF | 94 959 CHF | 96,46% | 96,46% |
30/07/2024 | 1,05% | 94,85 % | 95,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 892 CHF | 95 892 CHF | 46,73% | 46,73% |