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% | 100.29 % | 101.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'235 CHF | 505'235 CHF | 100.00% | 100.00% |
12.08.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'868 CHF | 504'868 CHF | 98.30% | 98.30% |
09.08.2024 | 0.80% | 100.18 % | 100.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'874 CHF | 504'874 CHF | 100.00% | 100.00% |
08.08.2024 | 0.80% | 100.15 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'717 CHF | 504'717 CHF | 99.89% | 99.89% |
07.08.2024 | 0.80% | 100.12 % | 100.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'234 CHF | 504'234 CHF | 99.39% | 99.39% |
06.08.2024 | 0.80% | 100.09 % | 100.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'602 CHF | 504'602 CHF | 100.00% | 100.00% |
02.08.2024 | 0.80% | 100.23 % | 101.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'863 CHF | 504'863 CHF | 100.00% | 100.00% |
30.07.2024 | 0.80% | 99.91 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'106 CHF | 503'106 CHF | 100.00% | 100.00% |
29.07.2024 | 0.80% | 99.81 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'514 CHF | 503'514 CHF | 100.00% | 100.00% |
25.07.2024 | 0.80% | 99.79 % | 100.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'997 CHF | 502'997 CHF | 99.82% | 99.82% |