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% | 98.59 % | 99.37 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'157 CHF | 59'625 CHF | 100.00% | 100.00% |
12.08.2024 | 0.79% | 98.75 % | 99.53 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'243 CHF | 59'711 CHF | 100.00% | 100.00% |
09.08.2024 | 0.79% | 99.08 % | 99.87 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'491 CHF | 59'965 CHF | 100.00% | 100.00% |
08.08.2024 | 0.79% | 98.98 % | 99.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'257 CHF | 59'726 CHF | 100.00% | 100.00% |
07.08.2024 | 0.79% | 98.91 % | 99.69 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'257 CHF | 59'726 CHF | 100.00% | 100.00% |
06.08.2024 | 0.79% | 98.21 % | 98.99 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'900 CHF | 59'368 CHF | 100.00% | 100.00% |
02.08.2024 | 0.79% | 99.32 % | 100.11 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'558 CHF | 60'032 CHF | 100.00% | 100.00% |
30.07.2024 | 0.79% | 99.21 % | 100.00 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'476 CHF | 59'950 CHF | 100.00% | 100.00% |
29.07.2024 | 0.79% | 99.31 % | 100.10 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'612 CHF | 60'086 CHF | 100.00% | 100.00% |
25.07.2024 | 0.79% | 98.46 % | 99.24 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'192 CHF | 59'660 CHF | 97.68% | 97.68% |