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% | 99.29 % | 100.08 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'567 CHF | 60'041 CHF | 100.00% | 100.00% |
12.08.2024 | 0.79% | 99.33 % | 100.12 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'597 CHF | 60'071 CHF | 100.00% | 100.00% |
09.08.2024 | 0.79% | 99.60 % | 100.39 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'830 CHF | 60'304 CHF | 100.00% | 100.00% |
08.08.2024 | 0.79% | 99.54 % | 100.33 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'670 CHF | 60'144 CHF | 100.00% | 100.00% |
07.08.2024 | 0.79% | 99.56 % | 100.35 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'671 CHF | 60'145 CHF | 100.00% | 100.00% |
06.08.2024 | 0.79% | 99.01 % | 99.80 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'400 CHF | 59'871 CHF | 100.00% | 100.00% |
02.08.2024 | 0.79% | 99.78 % | 100.57 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'893 CHF | 60'367 CHF | 100.00% | 100.00% |
30.07.2024 | 0.79% | 99.75 % | 100.54 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'813 CHF | 60'287 CHF | 100.00% | 100.00% |
29.07.2024 | 0.79% | 99.85 % | 100.64 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'946 CHF | 60'420 CHF | 100.00% | 100.00% |
25.07.2024 | 0.79% | 99.01 % | 99.80 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'508 CHF | 59'982 CHF | 97.68% | 97.68% |