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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.08.2024 | 0.82% | 97.09 % | 97.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'000 CHF | 245'000 CHF | 100.00% | 100.00% |
28.08.2024 | 0.82% | 97.00 % | 97.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'203 CHF | 245'203 CHF | 100.00% | 100.00% |
27.08.2024 | 0.82% | 97.22 % | 98.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'396 CHF | 245'396 CHF | 100.00% | 100.00% |
26.08.2024 | 0.82% | 97.31 % | 98.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'356 CHF | 245'356 CHF | 100.00% | 100.00% |
23.08.2024 | 0.82% | 97.51 % | 98.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'538 CHF | 245'538 CHF | 100.00% | 100.00% |
22.08.2024 | 0.82% | 97.45 % | 98.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'634 CHF | 245'634 CHF | 99.89% | 99.89% |
21.08.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'451 CHF | 253'476 CHF | 100.00% | 100.00% |
20.08.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'540 CHF | 253'565 CHF | 100.00% | 100.00% |
19.08.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'645 CHF | 255'677 CHF | 100.00% | 100.00% |
16.08.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'821 CHF | 254'846 CHF | 100.00% | 100.00% |