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 | 0.48% | 104.12 % | 104.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'239 CHF | 261'489 CHF | 100.00% | 100.00% |
12.08.2024 | 0.48% | 103.99 % | 104.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'009 CHF | 261'259 CHF | 98.28% | 98.28% |
09.08.2024 | 0.48% | 103.97 % | 104.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'987 CHF | 261'237 CHF | 100.00% | 100.00% |
08.08.2024 | 0.48% | 103.86 % | 104.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'315 CHF | 260'565 CHF | 99.89% | 99.89% |
07.08.2024 | 0.48% | 103.91 % | 104.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'672 CHF | 260'922 CHF | 99.40% | 99.40% |
06.08.2024 | 0.48% | 103.67 % | 104.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'843 CHF | 260'093 CHF | 100.00% | 100.00% |
02.08.2024 | 0.48% | 103.77 % | 104.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'821 CHF | 261'071 CHF | 99.97% | 99.97% |
30.07.2024 | 0.48% | 104.10 % | 104.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'414 CHF | 261'664 CHF | 100.00% | 100.00% |
29.07.2024 | 0.48% | 104.11 % | 104.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'335 CHF | 261'585 CHF | 100.00% | 100.00% |
25.07.2024 | 0.48% | 104.03 % | 104.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'088 CHF | 261'338 CHF | 99.82% | 99.82% |