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 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'241 CHF | 485'241 CHF | 100.00% | 100.00% |
28.08.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'955 CHF | 485'955 CHF | 100.00% | 100.00% |
27.08.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'971 CHF | 484'971 CHF | 100.00% | 100.00% |
26.08.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'697 CHF | 483'697 CHF | 100.00% | 100.00% |
23.08.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'049 CHF | 483'049 CHF | 99.98% | 99.98% |
22.08.2024 | 0.83% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'506 CHF | 483'506 CHF | 100.00% | 100.00% |
21.08.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'520 CHF | 486'520 CHF | 100.00% | 100.00% |
20.08.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'743 CHF | 488'743 CHF | 100.00% | 100.00% |
19.08.2024 | 0.81% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'274 CHF | 494'274 CHF | 98.66% | 98.66% |
16.08.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'131 CHF | 492'131 CHF | 100.00% | 100.00% |