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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.08.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 164'000 | 164'000 | 164'245 | 164'245 | 210'358 CHF | 212'000 CHF | 100.00% | 100.00% |
28.08.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 166'000 | 166'000 | 166'000 | 166'000 | 206'933 CHF | 208'593 CHF | 100.00% | 100.00% |
27.08.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 166'000 | 166'000 | 166'219 | 166'219 | 205'672 CHF | 207'335 CHF | 100.00% | 100.00% |
26.08.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 168'000 | 168'000 | 167'326 | 167'326 | 203'499 CHF | 205'172 CHF | 100.00% | 100.00% |
23.08.2024 | 0.88% | 1.21 CHF | 1.22 CHF | 168'000 | 168'000 | 170'222 | 170'222 | 192'659 CHF | 194'361 CHF | 99.98% | 99.98% |
22.08.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 168'000 | 168'000 | 167'811 | 167'811 | 204'239 CHF | 205'917 CHF | 100.00% | 100.00% |
21.08.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 168'000 | 168'000 | 168'000 | 168'000 | 203'142 CHF | 204'822 CHF | 99.80% | 99.80% |
20.08.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 168'000 | 168'000 | 166'727 | 166'727 | 204'589 CHF | 206'256 CHF | 100.00% | 100.00% |
19.08.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 166'000 | 166'000 | 166'115 | 166'115 | 204'207 CHF | 205'871 CHF | 100.00% | 100.00% |
16.08.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 168'000 | 168'000 | 167'985 | 167'985 | 203'148 CHF | 204'828 CHF | 100.00% | 100.00% |