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% | 102.61 % | 103.42 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'577 CHF | 62'063 CHF | 100.00% | 100.00% |
12.08.2024 | 0.79% | 102.63 % | 103.44 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'556 CHF | 62'042 CHF | 100.00% | 100.00% |
09.08.2024 | 0.79% | 102.48 % | 103.29 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'476 CHF | 61'962 CHF | 100.00% | 100.00% |
08.08.2024 | 0.79% | 102.29 % | 103.10 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'363 CHF | 61'849 CHF | 100.00% | 100.00% |
07.08.2024 | 0.79% | 102.47 % | 103.28 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'399 CHF | 61'885 CHF | 100.00% | 100.00% |
06.08.2024 | 0.79% | 101.84 % | 102.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'088 CHF | 61'574 CHF | 100.00% | 100.00% |
02.08.2024 | 0.79% | 102.20 % | 103.01 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'468 CHF | 61'954 CHF | 100.00% | 100.00% |
30.07.2024 | 0.79% | 102.94 % | 103.76 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'743 CHF | 62'235 CHF | 100.00% | 100.00% |
29.07.2024 | 0.79% | 102.89 % | 103.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'734 CHF | 62'226 CHF | 100.00% | 100.00% |
25.07.2024 | 0.79% | 102.69 % | 103.50 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'594 CHF | 62'080 CHF | 97.69% | 97.69% |