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 | 0.79% | 100.17 % | 100.96 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'067 CHF | 60'541 CHF | 100.00% | 100.00% |
28.08.2024 | 0.79% | 100.08 % | 100.87 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'013 CHF | 60'487 CHF | 100.00% | 100.00% |
27.08.2024 | 0.79% | 99.87 % | 100.66 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'894 CHF | 60'368 CHF | 100.00% | 100.00% |
26.08.2024 | 0.79% | 99.75 % | 100.54 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'845 CHF | 60'319 CHF | 100.00% | 100.00% |
23.08.2024 | 0.79% | 99.64 % | 100.43 % | 50'000 | 60'000 | 50'015 | 60'000 | 49'835 CHF | 60'258 CHF | 100.00% | 100.00% |
22.08.2024 | 0.79% | 99.65 % | 100.44 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'787 CHF | 60'261 CHF | 100.00% | 100.00% |
21.08.2024 | 0.79% | 99.59 % | 100.38 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'806 CHF | 60'280 CHF | 100.00% | 100.00% |
20.08.2024 | 0.79% | 99.72 % | 100.51 % | 60'000 | 60'000 | 60'000 | 59'671 | 59'816 CHF | 59'961 CHF | 100.00% | 100.00% |
19.08.2024 | 0.79% | 99.11 % | 99.90 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'511 CHF | 59'985 CHF | 100.00% | 100.00% |
16.08.2024 | 0.79% | 99.61 % | 100.40 % | 60'000 | 60'000 | 60'000 | 48'421 | 59'618 CHF | 48'491 CHF | 100.00% | 100.00% |