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% | 100.91 % | 101.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'543 CHF | 61'023 CHF | 100.00% | 100.00% |
12.08.2024 | 0.79% | 100.85 % | 101.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'490 CHF | 60'970 CHF | 100.00% | 100.00% |
09.08.2024 | 0.79% | 100.73 % | 101.53 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'428 CHF | 60'908 CHF | 100.00% | 100.00% |
08.08.2024 | 0.79% | 100.53 % | 101.33 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'285 CHF | 60'765 CHF | 100.00% | 100.00% |
07.08.2024 | 0.79% | 100.69 % | 101.49 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'314 CHF | 60'794 CHF | 100.00% | 100.00% |
06.08.2024 | 0.79% | 100.26 % | 101.06 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'143 CHF | 60'621 CHF | 100.00% | 100.00% |
02.08.2024 | 0.79% | 100.71 % | 101.51 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'580 CHF | 61'060 CHF | 100.00% | 100.00% |
30.07.2024 | 0.79% | 101.35 % | 102.15 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'787 CHF | 61'267 CHF | 100.00% | 100.00% |
29.07.2024 | 0.79% | 101.28 % | 102.08 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'768 CHF | 61'248 CHF | 100.00% | 100.00% |
25.07.2024 | 0.79% | 101.12 % | 101.92 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'670 CHF | 61'150 CHF | 97.67% | 97.67% |