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 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'122 CHF | 255'147 CHF | 100.00% | 100.00% |
12.08.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'937 CHF | 254'962 CHF | 100.00% | 100.00% |
09.08.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'314 CHF | 254'339 CHF | 100.00% | 100.00% |
08.08.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'332 CHF | 253'357 CHF | 100.00% | 100.00% |
07.08.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'569 CHF | 253'590 CHF | 100.00% | 100.00% |
06.08.2024 | 0.80% | 99.61 % | 100.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'879 CHF | 250'879 CHF | 99.59% | 99.59% |
02.08.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'025 CHF | 254'050 CHF | 100.00% | 100.00% |
30.07.2024 | 0.80% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'337 CHF | 256'387 CHF | 100.00% | 100.00% |
29.07.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'137 CHF | 256'187 CHF | 100.00% | 100.00% |
25.07.2024 | 0.80% | 101.47 % | 102.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'342 CHF | 255'367 CHF | 100.00% | 100.00% |