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 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'830 CHF | 491'330 CHF | 99.37% | 99.37% |
12.08.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'053 CHF | 492'553 CHF | 99.38% | 99.38% |
09.08.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'251 CHF | 489'751 CHF | 99.37% | 99.37% |
08.08.2024 | 0.52% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'499 CHF | 484'999 CHF | 99.36% | 99.36% |
07.08.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'380 CHF | 486'880 CHF | 99.34% | 99.34% |
06.08.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'352 CHF | 480'852 CHF | 99.34% | 99.34% |
02.08.2024 | 0.51% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'875 CHF | 490'375 CHF | 99.10% | 99.10% |
31.07.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'560 CHF | 500'060 CHF | 99.17% | 99.17% |
30.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'671 CHF | 499'171 CHF | 99.17% | 99.17% |
29.07.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'122 CHF | 499'622 CHF | 99.17% | 99.17% |