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% | 100.30 % | 101.10 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'205 CHF | 60'685 CHF | 100.00% | 100.00% |
12.08.2024 | 0.79% | 100.28 % | 101.08 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'171 CHF | 60'651 CHF | 100.00% | 100.00% |
09.08.2024 | 0.79% | 100.18 % | 100.97 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'123 CHF | 60'600 CHF | 100.00% | 100.00% |
08.08.2024 | 0.79% | 100.24 % | 101.04 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'033 CHF | 60'508 CHF | 100.00% | 100.00% |
07.08.2024 | 0.79% | 99.99 % | 100.78 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'934 CHF | 60'408 CHF | 100.00% | 100.00% |
06.08.2024 | 0.79% | 99.51 % | 100.30 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'755 CHF | 60'229 CHF | 98.47% | 98.47% |
02.08.2024 | 0.79% | 99.82 % | 100.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'135 CHF | 60'613 CHF | 100.00% | 100.00% |
30.07.2024 | 0.79% | 100.51 % | 101.31 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'286 CHF | 60'766 CHF | 100.00% | 100.00% |
29.07.2024 | 0.79% | 100.37 % | 101.17 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'226 CHF | 60'706 CHF | 100.00% | 100.00% |
25.07.2024 | 0.79% | 100.30 % | 101.10 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'160 CHF | 60'638 CHF | 97.69% | 97.69% |