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 | 0.69% | 100.33 % | 101.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'598 CHF | 151'648 CHF | 98.29% | 98.29% |
28.08.2024 | 0.69% | 100.38 % | 101.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'637 CHF | 151'687 CHF | 98.11% | 98.11% |
27.08.2024 | 0.69% | 100.37 % | 101.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'656 CHF | 151'706 CHF | 100.00% | 100.00% |
26.08.2024 | 0.69% | 100.46 % | 101.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'657 CHF | 151'707 CHF | 100.00% | 100.00% |
23.08.2024 | 0.70% | 100.50 % | 101.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'553 CHF | 151'603 CHF | 94.90% | 94.90% |
22.08.2024 | 0.70% | 100.35 % | 101.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'474 CHF | 151'524 CHF | 100.00% | 100.00% |
21.08.2024 | 0.70% | 100.15 % | 100.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'349 CHF | 151'399 CHF | 100.00% | 100.00% |
20.08.2024 | 0.70% | 100.15 % | 100.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'382 CHF | 151'432 CHF | 100.00% | 100.00% |
19.08.2024 | 0.70% | 100.39 % | 101.09 % | 150'000 | 150'000 | 149'983 | 150'000 | 150'507 CHF | 151'574 CHF | 100.00% | 100.00% |
16.08.2024 | 0.70% | 100.34 % | 101.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'405 CHF | 151'455 CHF | 100.00% | 100.00% |