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 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'027 CHF | 256'077 CHF | 100.00% | 100.00% |
28.08.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'866 CHF | 255'916 CHF | 100.00% | 100.00% |
27.08.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'827 CHF | 255'874 CHF | 100.00% | 100.00% |
26.08.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'490 CHF | 255'516 CHF | 100.00% | 100.00% |
23.08.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'505 CHF | 254'530 CHF | 100.00% | 100.00% |
22.08.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'295 CHF | 255'320 CHF | 100.00% | 100.00% |
21.08.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'998 CHF | 255'023 CHF | 100.00% | 100.00% |
20.08.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'944 CHF | 254'969 CHF | 100.00% | 100.00% |
19.08.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'865 CHF | 254'890 CHF | 100.00% | 100.00% |
16.08.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'080 CHF | 254'105 CHF | 100.00% | 100.00% |