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% | 95.11 % | 95.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'572 CHF | 143'622 CHF | 100.00% | 100.00% |
12.08.2024 | 0.73% | 94.93 % | 95.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'617 CHF | 143'667 CHF | 98.30% | 98.30% |
09.08.2024 | 0.73% | 95.17 % | 95.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'220 CHF | 144'270 CHF | 99.98% | 99.98% |
08.08.2024 | 0.74% | 95.07 % | 95.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'116 CHF | 143'166 CHF | 99.88% | 99.88% |
07.08.2024 | 0.74% | 95.13 % | 95.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'889 CHF | 142'939 CHF | 99.39% | 99.39% |
06.08.2024 | 0.74% | 93.77 % | 94.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'429 CHF | 141'479 CHF | 99.88% | 99.88% |
02.08.2024 | 0.73% | 95.67 % | 96.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'294 CHF | 144'344 CHF | 99.97% | 99.97% |
30.07.2024 | 0.74% | 95.01 % | 95.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'091 CHF | 143'141 CHF | 100.00% | 100.00% |
29.07.2024 | 0.73% | 94.59 % | 95.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'647 CHF | 143'697 CHF | 100.00% | 100.00% |
25.07.2024 | 0.73% | 94.72 % | 95.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'100 CHF | 144'150 CHF | 99.83% | 99.83% |