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 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'274 CHF | 499'774 CHF | 99.37% | 99.37% |
28.08.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'077 CHF | 500'577 CHF | 99.38% | 99.38% |
27.08.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'668 CHF | 499'168 CHF | 99.38% | 99.38% |
26.08.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'759 CHF | 499'259 CHF | 99.37% | 99.37% |
23.08.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'632 CHF | 499'132 CHF | 99.37% | 99.37% |
22.08.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'167 CHF | 498'667 CHF | 99.37% | 99.37% |
21.08.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'401 CHF | 497'901 CHF | 99.39% | 99.39% |
20.08.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'980 CHF | 497'480 CHF | 99.38% | 99.38% |
19.08.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'084 CHF | 497'584 CHF | 99.36% | 99.36% |
16.08.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'993 CHF | 496'493 CHF | 99.37% | 99.37% |