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 | 0.20% | 97.60 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'312 CHF | 490'312 CHF | 100.00% | 100.00% |
12.08.2024 | 0.20% | 98.00 % | 98.20 % | 500'000 | 500'000 | 499'999 | 499'999 | 489'516 CHF | 490'516 CHF | 99.60% | 99.60% |
09.08.2024 | 0.20% | 97.40 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'226 CHF | 489'226 CHF | 100.00% | 100.00% |
08.08.2024 | 0.21% | 97.30 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'349 CHF | 485'349 CHF | 99.98% | 99.98% |
07.08.2024 | 0.20% | 97.50 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'368 CHF | 489'368 CHF | 99.99% | 99.99% |
06.08.2024 | 0.41% | 97.10 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'751 CHF | 487'751 CHF | 100.00% | 100.00% |
02.08.2024 | 0.41% | 96.90 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'404 CHF | 489'404 CHF | 99.97% | 99.97% |
31.07.2024 | 0.68% | 99.20 % | 99.40 % | 500'000 | 500'000 | 283'970 | 283'970 | 281'266 CHF | 282'071 CHF | 61.82% | 61.82% |
30.07.2024 | 0.20% | 98.60 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'255 CHF | 495'255 CHF | 100.00% | 100.00% |
29.07.2024 | 0.40% | 98.80 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'370 CHF | 497'370 CHF | 100.00% | 100.00% |