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% | 100.01 % | 100.80 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'038 CHF | 60'513 CHF | 100.00% | 100.00% |
12.08.2024 | 0.79% | 100.35 % | 101.15 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'214 CHF | 60'694 CHF | 100.00% | 100.00% |
09.08.2024 | 0.79% | 100.28 % | 101.08 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'208 CHF | 60'688 CHF | 100.00% | 100.00% |
08.08.2024 | 0.79% | 100.29 % | 101.09 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'075 CHF | 60'550 CHF | 100.00% | 100.00% |
07.08.2024 | 0.79% | 100.33 % | 101.13 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'173 CHF | 60'652 CHF | 100.00% | 100.00% |
06.08.2024 | 0.79% | 100.01 % | 100.80 % | 45'000 | 60'000 | 54'186 | 60'000 | 54'242 CHF | 60'533 CHF | 100.00% | 100.00% |
02.08.2024 | 0.79% | 100.45 % | 101.25 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'355 CHF | 60'835 CHF | 100.00% | 100.00% |
30.07.2024 | 0.79% | 100.85 % | 101.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'509 CHF | 60'989 CHF | 100.00% | 100.00% |
29.07.2024 | 0.79% | 100.71 % | 101.51 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'488 CHF | 60'968 CHF | 100.00% | 100.00% |
25.07.2024 | 0.79% | 100.82 % | 101.62 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'473 CHF | 60'953 CHF | 97.68% | 97.68% |