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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.09.2024 | 0.80% | 153.11 % | 154.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 383'166 CHF | 386'241 CHF | 100.00% | 100.00% |
12.09.2024 | 0.80% | 152.83 % | 154.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 382'725 CHF | 385'800 CHF | 100.00% | 100.00% |
11.09.2024 | 0.80% | 152.67 % | 153.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 381'628 CHF | 384'693 CHF | 100.00% | 100.00% |
10.09.2024 | 0.80% | 152.22 % | 153.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 381'325 CHF | 384'392 CHF | 100.00% | 100.00% |
09.09.2024 | 0.80% | 152.26 % | 153.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 380'106 CHF | 383'156 CHF | 100.00% | 100.00% |
06.09.2024 | 0.80% | 151.58 % | 152.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 379'632 CHF | 382'682 CHF | 99.56% | 99.56% |
05.09.2024 | 0.80% | 152.52 % | 153.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 381'650 CHF | 384'723 CHF | 100.00% | 100.00% |
04.09.2024 | 0.80% | 152.03 % | 153.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 380'751 CHF | 383'804 CHF | 100.00% | 100.00% |
03.09.2024 | 0.80% | 152.71 % | 153.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 381'129 CHF | 384'190 CHF | 100.00% | 100.00% |
30.08.2024 | 0.80% | 152.12 % | 153.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 380'500 CHF | 383'550 CHF | 100.00% | 100.00% |