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 | 1.07% | 92.95 % | 93.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'538 CHF | 93'538 CHF | 97.52% | 97.52% |
28.08.2024 | 1.08% | 92.55 % | 93.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'387 CHF | 93'387 CHF | 94.66% | 94.66% |
27.08.2024 | 1.07% | 92.80 % | 93.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'074 CHF | 94'074 CHF | 97.66% | 97.66% |
26.08.2024 | 1.08% | 92.40 % | 93.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'411 CHF | 93'411 CHF | 96.25% | 96.25% |
23.08.2024 | 1.08% | 92.45 % | 93.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'323 CHF | 93'323 CHF | 98.89% | 98.89% |
22.08.2024 | 1.08% | 91.95 % | 92.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'993 CHF | 92'993 CHF | 99.28% | 99.28% |
21.08.2024 | 1.08% | 92.45 % | 93.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'473 CHF | 93'473 CHF | 99.13% | 99.13% |
20.08.2024 | 1.07% | 92.50 % | 93.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'959 CHF | 93'959 CHF | 92.79% | 92.79% |
19.08.2024 | 1.06% | 94.35 % | 95.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'956 CHF | 94'956 CHF | 98.01% | 98.01% |
16.08.2024 | 1.06% | 93.85 % | 94.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'844 CHF | 94'844 CHF | 95.32% | 95.32% |