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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.08.2024 | 0.83% | 96.56 % | 97.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'225 CHF | 243'225 CHF | 100.00% | 100.00% |
12.08.2024 | 0.82% | 96.47 % | 97.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'793 CHF | 243'793 CHF | 100.00% | 100.00% |
09.08.2024 | 0.82% | 96.58 % | 97.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'689 CHF | 243'689 CHF | 100.00% | 100.00% |
08.08.2024 | 0.84% | 96.05 % | 96.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'892 CHF | 239'892 CHF | 100.00% | 100.00% |
07.08.2024 | 0.84% | 95.88 % | 96.68 % | 210'000 | 250'000 | 232'650 | 250'000 | 220'916 CHF | 239'525 CHF | 100.00% | 100.00% |
06.08.2024 | 0.86% | 93.06 % | 93.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'793 CHF | 234'793 CHF | 99.51% | 99.51% |
02.08.2024 | 0.82% | 96.93 % | 97.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'043 CHF | 245'043 CHF | 99.38% | 99.38% |
30.07.2024 | 0.81% | 98.99 % | 99.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'405 CHF | 248'405 CHF | 100.00% | 100.00% |
29.07.2024 | 0.81% | 98.20 % | 99.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'403 CHF | 249'403 CHF | 100.00% | 100.00% |
25.07.2024 | 0.81% | 97.73 % | 98.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'572 CHF | 247'572 CHF | 100.00% | 100.00% |