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 | 0.82% | 97.50 % | 98.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'134 CHF | 244'134 CHF | 100.00% | 100.00% |
28.08.2024 | 0.82% | 97.64 % | 98.44 % | 250'000 | 248'000 | 250'000 | 249'800 | 243'286 CHF | 245'089 CHF | 100.00% | 100.00% |
27.08.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'411 CHF | 248'411 CHF | 100.00% | 100.00% |
26.08.2024 | 0.81% | 98.49 % | 99.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'668 CHF | 247'668 CHF | 100.00% | 100.00% |
23.08.2024 | 0.83% | 96.53 % | 97.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'084 CHF | 243'084 CHF | 100.00% | 100.00% |
22.08.2024 | 0.83% | 96.18 % | 96.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'215 CHF | 241'215 CHF | 100.00% | 100.00% |
21.08.2024 | 0.83% | 96.32 % | 97.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'987 CHF | 242'987 CHF | 100.00% | 100.00% |
20.08.2024 | 0.83% | 96.11 % | 96.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'000 CHF | 243'000 CHF | 100.00% | 100.00% |
19.08.2024 | 0.82% | 97.69 % | 98.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'812 CHF | 245'812 CHF | 100.00% | 100.00% |
16.08.2024 | 0.82% | 97.55 % | 98.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'276 CHF | 246'276 CHF | 100.00% | 100.00% |