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 | 0.46% | 107.48 % | 107.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'394 CHF | 539'894 CHF | 98.29% | 98.29% |
28.08.2024 | 0.46% | 107.45 % | 107.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'264 CHF | 539'764 CHF | 98.13% | 98.13% |
27.08.2024 | 0.46% | 107.46 % | 107.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'142 CHF | 539'642 CHF | 100.00% | 100.00% |
26.08.2024 | 0.46% | 107.45 % | 107.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'031 CHF | 539'531 CHF | 100.00% | 100.00% |
23.08.2024 | 0.46% | 107.44 % | 107.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'016 CHF | 539'516 CHF | 94.90% | 94.90% |
22.08.2024 | 0.46% | 107.43 % | 107.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'102 CHF | 539'602 CHF | 100.00% | 100.00% |
21.08.2024 | 0.46% | 107.31 % | 107.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'648 CHF | 539'148 CHF | 100.00% | 100.00% |
20.08.2024 | 0.46% | 107.33 % | 107.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'849 CHF | 539'349 CHF | 100.00% | 100.00% |
19.08.2024 | 0.46% | 107.29 % | 107.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'434 CHF | 538'934 CHF | 100.00% | 100.00% |
16.08.2024 | 0.47% | 107.23 % | 107.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'171 CHF | 538'671 CHF | 100.00% | 100.00% |