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% | 97.83 % | 98.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'698 CHF | 59'166 CHF | 100.00% | 100.00% |
12.08.2024 | 0.79% | 97.86 % | 98.64 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'761 CHF | 59'229 CHF | 100.00% | 100.00% |
09.08.2024 | 0.79% | 98.35 % | 99.13 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'079 CHF | 59'547 CHF | 100.00% | 100.00% |
08.08.2024 | 0.79% | 98.23 % | 99.01 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'757 CHF | 59'225 CHF | 100.00% | 100.00% |
07.08.2024 | 0.79% | 98.13 % | 98.91 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'737 CHF | 59'203 CHF | 100.00% | 100.00% |
06.08.2024 | 0.79% | 97.14 % | 97.91 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'264 CHF | 58'726 CHF | 100.00% | 100.00% |
02.08.2024 | 0.79% | 98.64 % | 99.42 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'163 CHF | 59'631 CHF | 100.00% | 100.00% |
30.07.2024 | 0.79% | 98.53 % | 99.31 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'991 CHF | 59'459 CHF | 100.00% | 100.00% |
29.07.2024 | 0.79% | 98.41 % | 99.19 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'160 CHF | 59'628 CHF | 100.00% | 100.00% |
25.07.2024 | 0.79% | 97.76 % | 98.54 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'822 CHF | 59'291 CHF | 97.69% | 97.69% |