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% | 96.85 % | 97.62 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'867 CHF | 58'326 CHF | 100.00% | 100.00% |
28.08.2024 | 0.79% | 96.50 % | 97.27 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'796 CHF | 58'254 CHF | 100.00% | 100.00% |
27.08.2024 | 0.79% | 96.61 % | 97.38 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'075 CHF | 58'537 CHF | 100.00% | 100.00% |
26.08.2024 | 0.79% | 96.29 % | 97.05 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'735 CHF | 58'191 CHF | 100.00% | 100.00% |
23.08.2024 | 0.79% | 96.13 % | 96.89 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'589 CHF | 58'045 CHF | 100.00% | 100.00% |
22.08.2024 | 0.79% | 95.70 % | 96.46 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'459 CHF | 57'915 CHF | 100.00% | 100.00% |
21.08.2024 | 0.79% | 96.13 % | 96.89 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'674 CHF | 58'130 CHF | 100.00% | 100.00% |
20.08.2024 | 0.79% | 96.01 % | 96.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'837 CHF | 58'295 CHF | 100.00% | 100.00% |
19.08.2024 | 0.79% | 97.25 % | 98.02 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'243 CHF | 58'705 CHF | 100.00% | 100.00% |
16.08.2024 | 0.79% | 96.93 % | 97.70 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'154 CHF | 58'616 CHF | 100.00% | 100.00% |