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% | 116.22 % | 117.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 291'200 CHF | 293'536 CHF | 100.00% | 100.00% |
12.09.2024 | 0.80% | 115.49 % | 116.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'816 CHF | 288'113 CHF | 99.96% | 99.96% |
11.09.2024 | 0.80% | 116.49 % | 117.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 291'438 CHF | 293'776 CHF | 99.81% | 99.81% |
10.09.2024 | 0.80% | 116.33 % | 117.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 290'401 CHF | 292'731 CHF | 100.00% | 100.00% |
09.09.2024 | 0.80% | 114.98 % | 115.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 289'583 CHF | 291'909 CHF | 100.00% | 100.00% |
06.09.2024 | 0.80% | 116.20 % | 117.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 291'589 CHF | 293'929 CHF | 99.95% | 99.95% |
05.09.2024 | 0.80% | 116.26 % | 117.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 291'860 CHF | 294'203 CHF | 100.00% | 100.00% |
04.09.2024 | 0.80% | 117.66 % | 118.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 293'112 CHF | 295'464 CHF | 99.92% | 99.92% |
03.09.2024 | 0.80% | 117.96 % | 118.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 294'412 CHF | 296'780 CHF | 100.00% | 100.00% |
30.08.2024 | 0.80% | 118.56 % | 119.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 296'208 CHF | 298'584 CHF | 100.00% | 100.00% |