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% | 100.84 % | 101.64 % | 70'000 | 70'000 | 70'000 | 70'000 | 70'525 CHF | 71'085 CHF | 100.00% | 100.00% |
12.08.2024 | 0.79% | 100.45 % | 101.25 % | 70'000 | 70'000 | 70'000 | 70'000 | 70'251 CHF | 70'810 CHF | 100.00% | 100.00% |
09.08.2024 | 0.79% | 100.41 % | 101.21 % | 70'000 | 70'000 | 70'000 | 70'000 | 70'149 CHF | 70'705 CHF | 100.00% | 100.00% |
08.08.2024 | 0.79% | 100.15 % | 100.94 % | 70'000 | 70'000 | 70'000 | 70'000 | 69'908 CHF | 70'461 CHF | 100.00% | 100.00% |
07.08.2024 | 0.79% | 99.72 % | 100.51 % | 70'000 | 70'000 | 70'000 | 70'000 | 69'766 CHF | 70'319 CHF | 52.21% | 52.21% |
06.08.2024 | 0.79% | 97.51 % | 98.28 % | 70'000 | 70'000 | 70'000 | 70'000 | 68'257 CHF | 68'797 CHF | 100.00% | 100.00% |
02.08.2024 | 0.79% | 101.07 % | 101.87 % | 70'000 | 70'000 | 70'000 | 70'000 | 71'034 CHF | 71'597 CHF | 100.00% | 100.00% |
30.07.2024 | 0.79% | 100.96 % | 101.76 % | 70'000 | 70'000 | 70'000 | 70'000 | 70'572 CHF | 71'132 CHF | 100.00% | 100.00% |
29.07.2024 | 0.79% | 100.75 % | 101.55 % | 70'000 | 70'000 | 70'000 | 70'000 | 70'541 CHF | 71'101 CHF | 100.00% | 100.00% |
25.07.2024 | 0.79% | 101.12 % | 101.92 % | 70'000 | 70'000 | 70'000 | 70'000 | 70'767 CHF | 71'327 CHF | 90.92% | 90.92% |