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 | 0,31% | 101,70 % | 102,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 374 CHF | 507 923 CHF | 100,00% | 100,00% |
14/08/2024 | 0,31% | 101,40 % | 101,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 991 CHF | 505 535 CHF | 99,50% | 99,50% |
13/08/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 025 CHF | 505 525 CHF | 99,74% | 99,74% |
12/08/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 492 CHF | 498 992 CHF | 97,85% | 97,85% |