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 | 0.81% | 98.91 % | 99.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'313 CHF | 249'313 CHF | 100.00% | 100.00% |
28.08.2024 | 0.81% | 98.87 % | 99.67 % | 250'000 | 150'000 | 250'000 | 174'841 | 247'306 CHF | 174'339 CHF | 100.00% | 100.00% |
27.08.2024 | 0.81% | 98.82 % | 99.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'183 CHF | 249'183 CHF | 100.00% | 100.00% |
26.08.2024 | 0.80% | 98.96 % | 99.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'544 CHF | 249'544 CHF | 100.00% | 100.00% |
23.08.2024 | 0.81% | 99.07 % | 99.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'407 CHF | 249'407 CHF | 100.00% | 100.00% |
22.08.2024 | 0.81% | 98.70 % | 99.50 % | 250'000 | 180'000 | 250'000 | 207'841 | 246'862 CHF | 206'914 CHF | 100.00% | 100.00% |
21.08.2024 | 0.81% | 98.86 % | 99.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'096 CHF | 249'096 CHF | 100.00% | 100.00% |
20.08.2024 | 0.81% | 98.87 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'287 CHF | 249'287 CHF | 100.00% | 100.00% |
19.08.2024 | 0.81% | 98.98 % | 99.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'244 CHF | 249'244 CHF | 100.00% | 100.00% |
16.08.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'957 CHF | 248'957 CHF | 100.00% | 100.00% |