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 | 0.83% | 96.21 % | 97.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'885 CHF | 241'885 CHF | 100.00% | 100.00% |
12.08.2024 | 0.83% | 95.95 % | 96.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'160 CHF | 242'160 CHF | 100.00% | 100.00% |
09.08.2024 | 0.83% | 95.86 % | 96.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'048 CHF | 241'048 CHF | 100.00% | 100.00% |
08.08.2024 | 0.83% | 95.68 % | 96.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'185 CHF | 241'185 CHF | 100.00% | 100.00% |
07.08.2024 | 0.83% | 95.82 % | 96.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'904 CHF | 240'904 CHF | 100.00% | 100.00% |
06.08.2024 | 0.85% | 94.68 % | 95.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'410 CHF | 237'410 CHF | 99.50% | 99.50% |
02.08.2024 | 0.81% | 95.52 % | 96.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'512 CHF | 247'512 CHF | 99.92% | 99.92% |
30.07.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'581 CHF | 252'587 CHF | 100.00% | 100.00% |
29.07.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'146 CHF | 253'169 CHF | 100.00% | 100.00% |
25.07.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'743 CHF | 252'765 CHF | 100.00% | 100.00% |