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% | 100.83 % | 101.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'497 CHF | 60'977 CHF | 100.00% | 100.00% |
12.08.2024 | 0.79% | 100.62 % | 101.42 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'445 CHF | 60'925 CHF | 100.00% | 100.00% |
09.08.2024 | 0.79% | 100.74 % | 101.54 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'430 CHF | 60'910 CHF | 100.00% | 100.00% |
08.08.2024 | 0.79% | 100.85 % | 101.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'469 CHF | 60'949 CHF | 100.00% | 100.00% |
07.08.2024 | 0.79% | 101.07 % | 101.87 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'489 CHF | 60'969 CHF | 100.00% | 100.00% |
06.08.2024 | 0.79% | 100.64 % | 101.44 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'275 CHF | 60'754 CHF | 100.00% | 100.00% |
02.08.2024 | 0.79% | 100.68 % | 101.48 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'478 CHF | 60'958 CHF | 100.00% | 100.00% |
30.07.2024 | 0.79% | 100.98 % | 101.78 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'482 CHF | 60'962 CHF | 100.00% | 100.00% |
29.07.2024 | 0.79% | 100.71 % | 101.51 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'457 CHF | 60'937 CHF | 100.00% | 100.00% |
25.07.2024 | 0.79% | 100.77 % | 101.57 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'402 CHF | 60'882 CHF | 97.84% | 97.84% |