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% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'282 CHF | 506'282 CHF | 100.00% | 100.00% |
28.08.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'942 CHF | 506'942 CHF | 100.00% | 100.00% |
27.08.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'677 CHF | 508'677 CHF | 100.00% | 100.00% |
26.08.2024 | 0.99% | 100.30 % | 101.30 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'150 CHF | 50'650 CHF | 100.00% | 100.00% |
23.08.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'632 CHF | 505'632 CHF | 100.00% | 100.00% |
22.08.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'707 CHF | 504'707 CHF | 100.00% | 100.00% |
21.08.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'857 CHF | 505'857 CHF | 100.00% | 100.00% |
20.08.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'729 CHF | 507'729 CHF | 100.00% | 100.00% |
19.08.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'264 CHF | 508'264 CHF | 98.69% | 98.69% |
16.08.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'091 CHF | 507'091 CHF | 100.00% | 100.00% |