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% | 95.34 % | 96.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'947 CHF | 143'997 CHF | 100.00% | 100.00% |
12.08.2024 | 0.73% | 95.23 % | 95.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'152 CHF | 144'202 CHF | 98.30% | 98.30% |
09.08.2024 | 0.73% | 95.69 % | 96.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'153 CHF | 145'203 CHF | 99.98% | 99.98% |
08.08.2024 | 0.73% | 95.70 % | 96.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'702 CHF | 143'752 CHF | 99.90% | 99.90% |
07.08.2024 | 0.73% | 95.74 % | 96.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'472 CHF | 143'522 CHF | 99.40% | 99.40% |
06.08.2024 | 0.74% | 94.11 % | 94.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'727 CHF | 141'777 CHF | 99.73% | 99.73% |
02.08.2024 | 0.73% | 96.13 % | 96.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'808 CHF | 144'858 CHF | 99.98% | 99.98% |
30.07.2024 | 0.74% | 95.15 % | 95.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'140 CHF | 143'190 CHF | 100.00% | 100.00% |
29.07.2024 | 0.73% | 94.62 % | 95.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'896 CHF | 143'946 CHF | 100.00% | 100.00% |
25.07.2024 | 0.73% | 94.80 % | 95.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'619 CHF | 144'669 CHF | 99.83% | 99.83% |