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 | 0.86% | 92.35 % | 93.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'646 CHF | 232'646 CHF | 100.00% | 100.00% |
12.08.2024 | 0.85% | 92.93 % | 93.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'055 CHF | 235'055 CHF | 100.00% | 100.00% |
09.08.2024 | 0.86% | 93.18 % | 93.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'720 CHF | 234'720 CHF | 100.00% | 100.00% |
08.08.2024 | 0.86% | 92.86 % | 93.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'832 CHF | 233'832 CHF | 100.00% | 100.00% |
07.08.2024 | 0.86% | 92.87 % | 93.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'963 CHF | 232'963 CHF | 100.00% | 100.00% |
06.08.2024 | 0.88% | 91.29 % | 92.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'412 CHF | 229'412 CHF | 99.87% | 99.87% |
02.08.2024 | 0.84% | 94.35 % | 95.15 % | 250'000 | 150'000 | 250'000 | 150'066 | 236'321 CHF | 143'056 CHF | 99.99% | 99.99% |
30.07.2024 | 0.84% | 95.32 % | 96.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'207 CHF | 240'207 CHF | 100.00% | 100.00% |
29.07.2024 | 0.84% | 94.79 % | 95.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'950 CHF | 239'950 CHF | 100.00% | 100.00% |
25.07.2024 | 0.85% | 94.47 % | 95.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'579 CHF | 237'579 CHF | 100.00% | 100.00% |