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% | 122.32 % | 123.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 306'550 CHF | 309'010 CHF | 100.00% | 100.00% |
12.09.2024 | 0.80% | 122.58 % | 123.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 306'393 CHF | 308'853 CHF | 100.00% | 100.00% |
11.09.2024 | 0.80% | 121.84 % | 122.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 304'682 CHF | 307'130 CHF | 99.88% | 99.88% |
10.09.2024 | 0.80% | 121.69 % | 122.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 305'494 CHF | 307'946 CHF | 100.00% | 100.00% |
09.09.2024 | 0.80% | 122.00 % | 122.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 304'187 CHF | 306'635 CHF | 100.00% | 100.00% |
06.09.2024 | 0.80% | 121.37 % | 122.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 304'000 CHF | 306'443 CHF | 99.79% | 99.79% |
05.09.2024 | 0.80% | 123.00 % | 123.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 308'313 CHF | 310'788 CHF | 100.00% | 100.00% |
04.09.2024 | 0.80% | 122.18 % | 123.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 307'817 CHF | 310'288 CHF | 100.00% | 100.00% |
03.09.2024 | 0.80% | 123.46 % | 124.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 307'080 CHF | 309'545 CHF | 100.00% | 100.00% |
30.08.2024 | 0.80% | 121.82 % | 122.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 304'796 CHF | 307'246 CHF | 100.00% | 100.00% |