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 | 1.32% | 0.76 CHF | 0.77 CHF | 1'070'100 | 1'070'100 | 1'070'100 | 1'070'100 | 803'650 CHF | 814'351 CHF | 100.00% | 100.00% |
28.08.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 1'110'200 | 1'110'200 | 1'110'200 | 1'110'200 | 807'048 CHF | 818'150 CHF | 100.00% | 100.00% |
27.08.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 1'062'900 | 1'062'900 | 1'062'900 | 1'062'900 | 750'796 CHF | 761'425 CHF | 100.00% | 100.00% |
26.08.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 1'066'800 | 1'066'800 | 1'066'800 | 1'066'800 | 771'828 CHF | 782'496 CHF | 100.00% | 100.00% |
23.08.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 1'098'900 | 1'098'900 | 1'098'900 | 1'098'900 | 764'619 CHF | 775'608 CHF | 99.97% | 99.97% |
22.08.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 1'142'900 | 1'142'900 | 1'142'900 | 1'142'900 | 809'122 CHF | 820'551 CHF | 99.58% | 99.58% |
21.08.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 1'128'600 | 1'128'600 | 1'128'600 | 1'128'600 | 755'953 CHF | 767'239 CHF | 100.00% | 100.00% |
20.08.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 1'120'900 | 1'120'900 | 1'120'900 | 1'120'900 | 775'308 CHF | 786'516 CHF | 100.00% | 100.00% |
19.08.2024 | 1.51% | 0.69 CHF | 0.70 CHF | 1'190'500 | 1'190'500 | 1'187'560 | 1'187'560 | 784'274 CHF | 796'179 CHF | 100.00% | 100.00% |
16.08.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 1'223'800 | 1'223'800 | 1'223'800 | 1'223'800 | 775'626 CHF | 787'864 CHF | 100.00% | 100.00% |