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% | 101.81 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'711 CHF | 256'758 CHF | 99.98% | 99.98% |
12.09.2024 | 0.80% | 103.37 % | 104.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'629 CHF | 259'698 CHF | 99.99% | 99.99% |
11.09.2024 | 0.80% | 103.69 % | 104.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'653 CHF | 261'739 CHF | 100.00% | 100.00% |
10.09.2024 | 0.80% | 104.22 % | 105.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'938 CHF | 263'035 CHF | 99.97% | 99.97% |
09.09.2024 | 0.80% | 103.94 % | 104.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'770 CHF | 261'858 CHF | 100.00% | 100.00% |
06.09.2024 | 0.80% | 104.60 % | 105.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'521 CHF | 265'641 CHF | 100.00% | 100.00% |
05.09.2024 | 0.80% | 105.72 % | 106.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'360 CHF | 267'491 CHF | 100.00% | 100.00% |
04.09.2024 | 0.80% | 107.37 % | 108.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'962 CHF | 273'135 CHF | 100.00% | 100.00% |
03.09.2024 | 0.80% | 109.38 % | 110.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'104 CHF | 275'304 CHF | 100.00% | 100.00% |
30.08.2024 | 0.80% | 109.80 % | 110.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'623 CHF | 276'823 CHF | 100.00% | 100.00% |