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 | 0.23% | 4.35 CHF | 4.36 CHF | 230'800 | 230'800 | 230'800 | 230'800 | 992'240 CHF | 994'548 CHF | 100.00% | 100.00% |
28.08.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 237'500 | 237'500 | 237'500 | 237'500 | 995'191 CHF | 997'566 CHF | 100.00% | 100.00% |
27.08.2024 | 0.24% | 4.04 CHF | 4.05 CHF | 229'600 | 229'600 | 229'600 | 229'600 | 940'201 CHF | 942'497 CHF | 100.00% | 100.00% |
26.08.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 230'300 | 230'300 | 230'300 | 230'300 | 960'517 CHF | 962'820 CHF | 100.00% | 100.00% |
23.08.2024 | 0.25% | 4.16 CHF | 4.17 CHF | 235'700 | 235'700 | 235'700 | 235'700 | 953'258 CHF | 955'615 CHF | 99.92% | 99.92% |
22.08.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 243'000 | 243'000 | 243'000 | 243'000 | 996'586 CHF | 999'016 CHF | 99.57% | 99.57% |
21.08.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 240'600 | 240'600 | 240'600 | 240'600 | 944'239 CHF | 946'645 CHF | 99.99% | 99.99% |
20.08.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 239'400 | 239'400 | 239'400 | 239'400 | 963'769 CHF | 966'163 CHF | 100.00% | 100.00% |
19.08.2024 | 0.26% | 4.00 CHF | 4.01 CHF | 250'900 | 250'900 | 250'280 | 250'280 | 970'781 CHF | 973'290 CHF | 100.00% | 100.00% |
16.08.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 256'400 | 256'400 | 256'400 | 256'400 | 962'716 CHF | 965'280 CHF | 100.00% | 100.00% |