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% | 98.88 % | 99.66 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'319 CHF | 59'787 CHF | 100.00% | 100.00% |
12.08.2024 | 0.79% | 98.82 % | 99.60 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'304 CHF | 59'773 CHF | 100.00% | 100.00% |
09.08.2024 | 0.79% | 99.07 % | 99.86 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'481 CHF | 59'955 CHF | 100.00% | 100.00% |
08.08.2024 | 0.79% | 98.96 % | 99.74 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'296 CHF | 59'764 CHF | 100.00% | 100.00% |
07.08.2024 | 0.79% | 99.03 % | 99.82 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'244 CHF | 59'712 CHF | 100.00% | 100.00% |
06.08.2024 | 0.79% | 98.36 % | 99.14 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'865 CHF | 59'333 CHF | 100.00% | 100.00% |
02.08.2024 | 0.79% | 98.92 % | 99.70 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'271 CHF | 59'740 CHF | 100.00% | 100.00% |
30.07.2024 | 0.79% | 100.55 % | 101.35 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'249 CHF | 60'728 CHF | 100.00% | 100.00% |
29.07.2024 | 0.79% | 100.43 % | 101.23 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'358 CHF | 60'838 CHF | 100.00% | 100.00% |
25.07.2024 | 0.79% | 100.57 % | 101.37 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'346 CHF | 60'825 CHF | 97.67% | 97.67% |