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 | 0.73% | 95.96 % | 96.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'874 CHF | 144'924 CHF | 100.00% | 100.00% |
12.08.2024 | 0.73% | 95.83 % | 96.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'042 CHF | 145'092 CHF | 98.29% | 98.29% |
09.08.2024 | 0.72% | 96.21 % | 96.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'842 CHF | 145'892 CHF | 99.97% | 99.97% |
08.08.2024 | 0.73% | 96.20 % | 96.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'511 CHF | 144'561 CHF | 99.90% | 99.90% |
07.08.2024 | 0.73% | 96.22 % | 96.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'287 CHF | 144'337 CHF | 99.40% | 99.40% |
06.08.2024 | 0.74% | 94.67 % | 95.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'600 CHF | 142'650 CHF | 99.94% | 99.94% |
02.08.2024 | 0.72% | 96.59 % | 97.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'517 CHF | 145'567 CHF | 99.97% | 99.97% |
30.07.2024 | 0.73% | 95.69 % | 96.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'981 CHF | 144'031 CHF | 100.00% | 100.00% |
29.07.2024 | 0.73% | 95.18 % | 95.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'659 CHF | 144'709 CHF | 100.00% | 100.00% |
25.07.2024 | 0.73% | 95.30 % | 96.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'223 CHF | 145'273 CHF | 99.83% | 99.83% |