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 | 22.22% | 0.04 CHF | 0.05 CHF | 2'468'100 | 2'468'100 | 2'434'390 | 2'434'390 | 97'376 CHF | 121'720 CHF | 100.00% | 100.00% |
28.08.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 2'486'600 | 2'486'600 | 2'432'870 | 2'432'870 | 97'315 CHF | 121'643 CHF | 100.00% | 100.00% |
27.08.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 2'531'000 | 2'531'000 | 2'440'540 | 2'440'540 | 97'621 CHF | 122'027 CHF | 100.00% | 100.00% |
26.08.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
23.08.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 2'584'700 | 2'584'700 | 2'525'850 | 2'525'850 | 101'034 CHF | 126'292 CHF | 100.00% | 100.00% |
22.08.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 2'537'200 | 2'537'200 | 2'471'080 | 2'471'080 | 98'843 CHF | 123'554 CHF | 100.00% | 100.00% |
21.08.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 2'515'400 | 2'515'400 | 2'460'400 | 2'460'400 | 98'416 CHF | 123'020 CHF | 100.00% | 100.00% |
20.08.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 2'300'000 | 2'300'000 | 2'229'500 | 2'229'500 | 89'180 CHF | 111'475 CHF | 100.00% | 100.00% |
19.08.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 2'225'700 | 2'225'700 | 2'193'510 | 2'193'510 | 98'708 CHF | 120'646 CHF | 99.62% | 99.62% |
16.08.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 2'218'700 | 2'218'700 | 2'164'530 | 2'164'530 | 97'404 CHF | 119'049 CHF | 100.00% | 100.00% |