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 | 0.79% | 100.90 % | 101.70 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'540 CHF | 61'020 CHF | 100.00% | 100.00% |
12.08.2024 | 0.79% | 100.89 % | 101.69 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'534 CHF | 61'014 CHF | 100.00% | 100.00% |
09.08.2024 | 0.79% | 100.89 % | 101.69 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'534 CHF | 61'014 CHF | 100.00% | 100.00% |
08.08.2024 | 0.79% | 100.89 % | 101.69 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'530 CHF | 61'010 CHF | 100.00% | 100.00% |
07.08.2024 | 0.79% | 100.86 % | 101.66 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'516 CHF | 60'996 CHF | 52.21% | 52.21% |
06.08.2024 | 0.79% | 100.84 % | 101.64 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'504 CHF | 60'984 CHF | 100.00% | 100.00% |
02.08.2024 | 0.79% | 100.87 % | 101.67 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'513 CHF | 60'993 CHF | 100.00% | 100.00% |
30.07.2024 | 0.79% | 100.82 % | 101.62 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'490 CHF | 60'970 CHF | 100.00% | 100.00% |
29.07.2024 | 0.79% | 100.83 % | 101.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'498 CHF | 60'978 CHF | 100.00% | 100.00% |
25.07.2024 | 0.79% | 100.76 % | 101.56 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'460 CHF | 60'940 CHF | 91.07% | 91.07% |