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% | 92,80 % | 93,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 314 CHF | 92 002 CHF | 94,46% | 94,46% |
14/08/2024 | 0,75% | 90,50 % | 91,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 611 CHF | 91 296 CHF | 93,43% | 93,43% |
13/08/2024 | 0,75% | 89,90 % | 90,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 556 CHF | 90 230 CHF | 96,93% | 96,93% |
12/08/2024 | 0,76% | 89,45 % | 90,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 473 CHF | 90 152 CHF | 96,32% | 96,32% |
09/08/2024 | 0,75% | 89,55 % | 90,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 441 CHF | 90 116 CHF | 95,84% | 95,84% |
08/08/2024 | 0,75% | 87,30 % | 88,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 082 CHF | 87 739 CHF | 95,71% | 95,71% |
07/08/2024 | 0,76% | 89,40 % | 90,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 560 CHF | 90 239 CHF | 96,29% | 96,29% |
06/08/2024 | 0,75% | 88,20 % | 88,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 952 CHF | 88 617 CHF | 98,65% | 98,65% |
02/08/2024 | 0,75% | 90,20 % | 90,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 085 CHF | 91 774 CHF | 95,01% | 95,01% |
31/07/2024 | 0,75% | 92,30 % | 93,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 067 CHF | 93 768 CHF | 27,22% | 27,22% |