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 | 1,25% | 95,05 % | 96,25 % | 50 000 | 50 000 | 50 000 | 50 000 | 47 323 CHF | 47 919 CHF | 68,72% | 68,72% |
14/08/2024 | 1,25% | 94,10 % | 95,30 % | 50 000 | 50 000 | 50 000 | 50 000 | 46 996 CHF | 47 588 CHF | 97,33% | 97,33% |
13/08/2024 | 1,25% | 93,35 % | 94,50 % | 50 000 | 50 000 | 50 000 | 50 000 | 46 462 CHF | 47 048 CHF | 93,07% | 93,07% |
12/08/2024 | 1,25% | 93,15 % | 94,30 % | 50 000 | 50 000 | 50 000 | 50 000 | 46 657 CHF | 47 246 CHF | 83,72% | 83,72% |
09/08/2024 | 1,26% | 93,20 % | 94,40 % | 50 000 | 50 000 | 50 000 | 50 000 | 46 664 CHF | 47 254 CHF | 93,03% | 93,03% |
08/08/2024 | 1,25% | 92,25 % | 93,45 % | 50 000 | 50 000 | 50 000 | 50 000 | 45 883 CHF | 46 461 CHF | 74,11% | 74,11% |
07/08/2024 | 1,25% | 92,95 % | 94,10 % | 50 000 | 50 000 | 50 000 | 50 000 | 46 344 CHF | 46 927 CHF | 91,25% | 91,25% |
06/08/2024 | 1,25% | 91,25 % | 92,40 % | 50 000 | 50 000 | 50 000 | 50 000 | 45 667 CHF | 46 243 CHF | 80,78% | 80,78% |
02/08/2024 | 1,25% | 92,90 % | 94,10 % | 50 000 | 50 000 | 50 000 | 50 000 | 47 370 CHF | 47 967 CHF | 36,69% | 36,69% |
31/07/2024 | 1,25% | 96,70 % | 97,95 % | 50 000 | 50 000 | 50 000 | 50 000 | 48 493 CHF | 49 103 CHF | 24,61% | 24,61% |