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 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'019 CHF | 494'519 CHF | 99.34% | 99.34% |
28.08.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'823 CHF | 494'323 CHF | 99.39% | 99.39% |
27.08.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'749 CHF | 494'249 CHF | 99.38% | 99.38% |
26.08.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'830 CHF | 494'330 CHF | 99.38% | 99.38% |
23.08.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'799 CHF | 494'299 CHF | 99.20% | 99.20% |
22.08.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'796 CHF | 494'296 CHF | 99.16% | 99.16% |
21.08.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'689 CHF | 494'189 CHF | 99.17% | 99.17% |
20.08.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'276 CHF | 493'776 CHF | 99.17% | 99.17% |
19.08.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 499'967 | 491'219 CHF | 493'686 CHF | 69.35% | 69.35% |
16.08.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'936 CHF | 493'436 CHF | 99.16% | 99.16% |