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% | 98.66 % | 99.44 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'022 CHF | 59'490 CHF | 100.00% | 100.00% |
12.08.2024 | 0.79% | 98.27 % | 99.05 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'966 CHF | 59'434 CHF | 100.00% | 100.00% |
09.08.2024 | 0.79% | 98.02 % | 98.80 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'749 CHF | 59'216 CHF | 100.00% | 100.00% |
08.08.2024 | 0.79% | 97.52 % | 98.29 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'022 CHF | 58'481 CHF | 100.00% | 100.00% |
07.08.2024 | 0.79% | 97.16 % | 97.93 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'029 CHF | 58'490 CHF | 100.00% | 100.00% |
06.08.2024 | 0.79% | 95.80 % | 96.56 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'216 CHF | 57'670 CHF | 100.00% | 100.00% |
02.08.2024 | 0.79% | 96.70 % | 97.47 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'303 CHF | 58'765 CHF | 100.00% | 100.00% |
30.07.2024 | 0.79% | 98.74 % | 99.52 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'212 CHF | 59'680 CHF | 100.00% | 100.00% |
29.07.2024 | 0.79% | 97.69 % | 98.46 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'401 CHF | 58'864 CHF | 100.00% | 100.00% |
25.07.2024 | 0.79% | 96.35 % | 97.11 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'351 CHF | 57'806 CHF | 97.68% | 97.68% |