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% | 99.96 % | 100.75 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'787 CHF | 60'261 CHF | 100.00% | 100.00% |
28.08.2024 | 0.79% | 99.58 % | 100.37 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'748 CHF | 60'222 CHF | 100.00% | 100.00% |
27.08.2024 | 0.79% | 99.75 % | 100.54 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'915 CHF | 60'389 CHF | 100.00% | 100.00% |
26.08.2024 | 0.79% | 99.42 % | 100.21 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'624 CHF | 60'098 CHF | 100.00% | 100.00% |
23.08.2024 | 0.79% | 99.38 % | 100.17 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'557 CHF | 60'031 CHF | 100.00% | 100.00% |
22.08.2024 | 0.79% | 98.95 % | 99.73 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'454 CHF | 59'927 CHF | 100.00% | 100.00% |
21.08.2024 | 0.79% | 99.24 % | 100.03 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'551 CHF | 60'025 CHF | 100.00% | 100.00% |
20.08.2024 | 0.79% | 99.26 % | 100.05 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'745 CHF | 60'219 CHF | 100.00% | 100.00% |
19.08.2024 | 0.79% | 100.09 % | 100.88 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'952 CHF | 60'426 CHF | 100.00% | 100.00% |
16.08.2024 | 0.79% | 99.83 % | 100.62 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'893 CHF | 60'367 CHF | 100.00% | 100.00% |