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 | 2.67% | 0.19 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 553'984 CHF | 568'984 CHF | 100.00% | 100.00% |
28.08.2024 | 2.75% | 0.18 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 538'720 CHF | 553'720 CHF | 100.00% | 100.00% |
27.08.2024 | 2.83% | 0.17 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 522'548 CHF | 537'548 CHF | 100.00% | 100.00% |
26.08.2024 | 2.76% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 536'084 CHF | 551'084 CHF | 100.00% | 100.00% |
23.08.2024 | 2.88% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 513'247 CHF | 528'247 CHF | 100.00% | 100.00% |
22.08.2024 | 2.83% | 0.18 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 522'660 CHF | 537'660 CHF | 99.58% | 99.58% |
21.08.2024 | 2.99% | 0.17 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 493'719 CHF | 508'719 CHF | 99.98% | 99.98% |
20.08.2024 | 2.89% | 0.17 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 511'012 CHF | 526'012 CHF | 100.00% | 100.00% |
19.08.2024 | 3.05% | 0.17 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 2'992'590 | 2'992'590 | 486'317 CHF | 501'317 CHF | 100.00% | 100.00% |
16.08.2024 | 3.16% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 467'692 CHF | 482'692 CHF | 100.00% | 100.00% |