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 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'143 CHF | 502'643 CHF | 100.00% | 100.00% |
28.08.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'226 CHF | 502'726 CHF | 100.00% | 100.00% |
27.08.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'045 CHF | 500'545 CHF | 100.00% | 100.00% |
26.08.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'067 CHF | 500'567 CHF | 100.00% | 100.00% |
23.08.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'991 CHF | 501'491 CHF | 99.95% | 99.95% |
22.08.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'137 CHF | 501'637 CHF | 100.00% | 100.00% |
21.08.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 499'864 | 497'503 CHF | 498'867 CHF | 100.00% | 100.00% |
20.08.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'409 CHF | 500'909 CHF | 100.00% | 100.00% |
19.08.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'335 CHF | 500'835 CHF | 98.67% | 98.67% |
16.08.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'494 CHF | 499'994 CHF | 100.00% | 100.00% |