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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.08.2024 | 0.52% | 95.88 % | 96.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'674 CHF | 478'174 CHF | 97.77% | 97.77% |
28.08.2024 | 0.52% | 94.20 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'312 CHF | 478'812 CHF | 97.61% | 97.61% |
27.08.2024 | - | 97.65 % | 98.15 % | 500'000 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
26.08.2024 | 0.51% | 96.23 % | 96.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'497 CHF | 490'997 CHF | 99.49% | 99.49% |
23.08.2024 | 0.52% | 97.12 % | 97.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'440 CHF | 483'940 CHF | 94.39% | 94.39% |
22.08.2024 | 0.51% | 97.22 % | 97.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'779 CHF | 494'279 CHF | 99.49% | 99.49% |
21.08.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'956 CHF | 491'456 CHF | 99.50% | 99.50% |
20.08.2024 | 0.51% | 97.78 % | 98.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'867 CHF | 494'367 CHF | 99.50% | 99.50% |
19.08.2024 | 0.52% | 97.22 % | 97.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'296 CHF | 484'796 CHF | 99.50% | 99.50% |
16.08.2024 | 0.52% | 96.24 % | 96.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'888 CHF | 483'388 CHF | 99.49% | 99.49% |