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% | 97.93 % | 98.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'764 CHF | 59'232 CHF | 100.00% | 100.00% |
12.08.2024 | 0.79% | 98.08 % | 98.86 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'848 CHF | 59'316 CHF | 100.00% | 100.00% |
09.08.2024 | 0.79% | 98.41 % | 99.19 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'149 CHF | 59'617 CHF | 100.00% | 100.00% |
08.08.2024 | 0.79% | 98.44 % | 99.22 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'925 CHF | 59'393 CHF | 100.00% | 100.00% |
07.08.2024 | 0.79% | 98.37 % | 99.15 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'929 CHF | 59'397 CHF | 100.00% | 100.00% |
06.08.2024 | 0.79% | 97.47 % | 98.24 % | 40'000 | 60'000 | 52'250 | 60'000 | 50'914 CHF | 58'928 CHF | 100.00% | 100.00% |
02.08.2024 | 0.79% | 99.84 % | 100.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'888 CHF | 60'362 CHF | 100.00% | 100.00% |
30.07.2024 | 0.79% | 100.11 % | 100.90 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'013 CHF | 60'487 CHF | 100.00% | 100.00% |
29.07.2024 | 0.79% | 100.26 % | 101.06 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'203 CHF | 60'682 CHF | 100.00% | 100.00% |
25.07.2024 | 0.79% | 99.32 % | 100.11 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'709 CHF | 60'183 CHF | 97.67% | 97.67% |