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 | 0.82% | 97.50 % | 98.30 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'666 CHF | 49'066 CHF | 100.00% | 100.00% |
28.08.2024 | 1.02% | 96.90 % | 97.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'542 CHF | 49'042 CHF | 100.00% | 100.00% |
27.08.2024 | 1.02% | 97.00 % | 98.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'553 CHF | 49'053 CHF | 100.00% | 100.00% |
26.08.2024 | 0.82% | 97.00 % | 97.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'530 CHF | 48'930 CHF | 100.00% | 100.00% |
23.08.2024 | 0.82% | 97.20 % | 98.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'616 CHF | 49'016 CHF | 99.69% | 99.69% |
22.08.2024 | 1.02% | 97.10 % | 98.10 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'562 CHF | 49'062 CHF | 100.00% | 100.00% |
21.08.2024 | 1.03% | 96.90 % | 97.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'497 CHF | 48'997 CHF | 99.99% | 99.99% |
20.08.2024 | 0.82% | 96.80 % | 97.60 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'537 CHF | 48'937 CHF | 99.92% | 99.92% |
19.08.2024 | 0.82% | 97.00 % | 97.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'420 CHF | 48'820 CHF | 98.67% | 98.67% |
16.08.2024 | 1.03% | 96.90 % | 97.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'450 CHF | 48'950 CHF | 100.00% | 100.00% |