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% | 99.01 % | 99.80 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'698 CHF | 60'172 CHF | 100.00% | 100.00% |
12.08.2024 | 0.79% | 99.52 % | 100.31 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'713 CHF | 60'187 CHF | 100.00% | 100.00% |
09.08.2024 | 0.79% | 99.86 % | 100.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'901 CHF | 60'375 CHF | 100.00% | 100.00% |
08.08.2024 | 0.79% | 99.72 % | 100.51 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'786 CHF | 60'260 CHF | 100.00% | 100.00% |
07.08.2024 | 0.79% | 99.71 % | 100.50 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'794 CHF | 60'268 CHF | 100.00% | 100.00% |
06.08.2024 | 0.79% | 99.34 % | 100.13 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'598 CHF | 60'072 CHF | 100.00% | 100.00% |
02.08.2024 | 0.79% | 100.02 % | 100.81 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'982 CHF | 60'456 CHF | 100.00% | 100.00% |
30.07.2024 | 0.79% | 99.92 % | 100.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'913 CHF | 60'387 CHF | 100.00% | 100.00% |
29.07.2024 | 0.79% | 100.06 % | 100.85 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'015 CHF | 60'489 CHF | 100.00% | 100.00% |
25.07.2024 | 0.79% | 99.28 % | 100.07 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'637 CHF | 60'111 CHF | 97.67% | 97.67% |