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% | 99.58 % | 100.37 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'752 CHF | 60'226 CHF | 100.00% | 100.00% |
12.08.2024 | 0.79% | 99.52 % | 100.31 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'699 CHF | 60'173 CHF | 100.00% | 100.00% |
09.08.2024 | 0.79% | 98.93 % | 99.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'355 CHF | 59'823 CHF | 100.00% | 100.00% |
08.08.2024 | 0.79% | 98.75 % | 99.53 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'206 CHF | 59'674 CHF | 100.00% | 100.00% |
07.08.2024 | 0.79% | 100.55 % | 101.35 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'236 CHF | 60'715 CHF | 100.00% | 100.00% |
06.08.2024 | 0.79% | 99.98 % | 100.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'688 CHF | 60'162 CHF | 100.00% | 100.00% |
02.08.2024 | 0.79% | 100.15 % | 100.94 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'244 CHF | 60'724 CHF | 100.00% | 100.00% |
30.07.2024 | 0.79% | 100.87 % | 101.67 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'508 CHF | 60'988 CHF | 100.00% | 100.00% |
29.07.2024 | 0.79% | 100.86 % | 101.66 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'514 CHF | 60'994 CHF | 100.00% | 100.00% |
25.07.2024 | 0.79% | 100.64 % | 101.44 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'379 CHF | 60'859 CHF | 97.68% | 97.68% |