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 | 2.64% | 0.39 CHF | 0.40 CHF | 2'278'900 | 2'278'900 | 2'278'900 | 2'278'900 | 853'392 CHF | 876'181 CHF | 100.00% | 100.00% |
28.08.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 2'219'000 | 2'219'000 | 2'219'000 | 2'219'000 | 833'409 CHF | 855'599 CHF | 100.00% | 100.00% |
27.08.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 2'338'200 | 2'338'200 | 2'338'200 | 2'338'200 | 908'563 CHF | 931'945 CHF | 100.00% | 100.00% |
26.08.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 2'401'900 | 2'401'900 | 2'401'900 | 2'401'900 | 895'339 CHF | 919'358 CHF | 100.00% | 100.00% |
23.08.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 2'316'100 | 2'316'100 | 2'316'100 | 2'316'100 | 868'965 CHF | 892'126 CHF | 100.00% | 100.00% |
22.08.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 2'465'100 | 2'465'100 | 2'465'100 | 2'465'100 | 899'690 CHF | 924'341 CHF | 99.89% | 99.89% |
21.08.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 2'418'100 | 2'418'100 | 2'418'100 | 2'418'100 | 872'471 CHF | 896'652 CHF | 100.00% | 100.00% |
20.08.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 2'280'100 | 2'280'100 | 2'280'100 | 2'280'100 | 848'507 CHF | 871'308 CHF | 100.00% | 100.00% |
19.08.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 2'309'600 | 2'309'600 | 2'306'280 | 2'306'280 | 861'575 CHF | 884'671 CHF | 99.75% | 99.75% |
16.08.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 2'273'700 | 2'273'700 | 2'273'700 | 2'273'700 | 847'324 CHF | 870'061 CHF | 100.00% | 100.00% |