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% | 97.25 % | 98.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'179 CHF | 244'179 CHF | 100.00% | 100.00% |
28.08.2024 | 0.82% | 97.33 % | 98.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'797 CHF | 244'797 CHF | 100.00% | 100.00% |
27.08.2024 | 0.81% | 97.69 % | 98.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'609 CHF | 246'609 CHF | 100.00% | 100.00% |
26.08.2024 | 0.82% | 97.88 % | 98.68 % | 250'000 | 240'000 | 250'000 | 240'033 | 244'337 CHF | 236'516 CHF | 100.00% | 100.00% |
23.08.2024 | 0.83% | 96.33 % | 97.13 % | 250'000 | 230'000 | 250'000 | 237'258 | 240'754 CHF | 230'399 CHF | 100.00% | 100.00% |
22.08.2024 | 0.83% | 96.37 % | 97.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'268 CHF | 242'268 CHF | 100.00% | 100.00% |
21.08.2024 | 0.83% | 96.42 % | 97.22 % | 250'000 | 180'000 | 250'000 | 237'649 | 241'132 CHF | 231'111 CHF | 99.96% | 99.96% |
20.08.2024 | 0.83% | 96.26 % | 97.06 % | 250'000 | 237'000 | 250'000 | 241'502 | 241'061 CHF | 234'795 CHF | 100.00% | 100.00% |
19.08.2024 | 0.82% | 97.31 % | 98.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'013 CHF | 245'013 CHF | 100.00% | 100.00% |
16.08.2024 | 0.82% | 97.28 % | 98.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'502 CHF | 245'502 CHF | 100.00% | 100.00% |