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 | 0.87% | 90.92 % | 91.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'178 CHF | 231'178 CHF | 100.00% | 100.00% |
28.08.2024 | 0.86% | 91.44 % | 92.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'271 CHF | 232'271 CHF | 100.00% | 100.00% |
27.08.2024 | 0.85% | 92.66 % | 93.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'947 CHF | 234'947 CHF | 100.00% | 100.00% |
26.08.2024 | 0.85% | 93.28 % | 94.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'040 CHF | 235'040 CHF | 100.00% | 100.00% |
23.08.2024 | 0.86% | 92.71 % | 93.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'948 CHF | 232'948 CHF | 100.00% | 100.00% |
22.08.2024 | 0.87% | 92.08 % | 92.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'136 CHF | 232'136 CHF | 100.00% | 100.00% |
21.08.2024 | 0.87% | 91.20 % | 92.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'516 CHF | 230'516 CHF | 100.00% | 100.00% |
20.08.2024 | 0.87% | 91.10 % | 91.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'797 CHF | 229'797 CHF | 100.00% | 100.00% |
19.08.2024 | 0.85% | 93.01 % | 93.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'074 CHF | 235'074 CHF | 100.00% | 100.00% |
16.08.2024 | 0.85% | 92.64 % | 93.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'209 CHF | 235'209 CHF | 100.00% | 100.00% |