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 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'238 CHF | 252'244 CHF | 100.00% | 100.00% |
28.08.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'358 CHF | 253'383 CHF | 100.00% | 100.00% |
27.08.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'058 CHF | 255'083 CHF | 100.00% | 100.00% |
26.08.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'951 CHF | 253'976 CHF | 100.00% | 100.00% |
23.08.2024 | 0.80% | 99.74 % | 100.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'299 CHF | 250'299 CHF | 100.00% | 100.00% |
22.08.2024 | 0.82% | 98.37 % | 99.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'341 CHF | 246'341 CHF | 100.00% | 100.00% |
21.08.2024 | 0.81% | 98.44 % | 99.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'333 CHF | 248'333 CHF | 100.00% | 100.00% |
20.08.2024 | 0.81% | 98.18 % | 98.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'045 CHF | 248'045 CHF | 100.00% | 100.00% |
19.08.2024 | 0.80% | 99.69 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'987 CHF | 250'987 CHF | 100.00% | 100.00% |
16.08.2024 | 0.80% | 99.41 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'715 CHF | 250'715 CHF | 100.00% | 100.00% |