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 | 1.93% | 0.52 CHF | 0.53 CHF | 164'000 | 164'000 | 164'245 | 164'245 | 84'410 CHF | 86'052 CHF | 100.00% | 100.00% |
28.08.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 166'000 | 166'000 | 166'000 | 166'000 | 79'598 CHF | 81'258 CHF | 100.00% | 100.00% |
27.08.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 166'000 | 166'000 | 166'219 | 166'219 | 78'380 CHF | 80'042 CHF | 100.00% | 100.00% |
26.08.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 168'000 | 168'000 | 167'325 | 167'325 | 75'343 CHF | 77'016 CHF | 100.00% | 100.00% |
23.08.2024 | 2.71% | 0.44 CHF | 0.45 CHF | 168'000 | 168'000 | 170'222 | 170'222 | 62'360 CHF | 64'063 CHF | 99.95% | 99.95% |
22.08.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 168'000 | 168'000 | 167'810 | 167'810 | 75'636 CHF | 77'315 CHF | 100.00% | 100.00% |
21.08.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 168'000 | 168'000 | 168'000 | 168'000 | 74'799 CHF | 76'479 CHF | 99.80% | 99.80% |
20.08.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 168'000 | 168'000 | 166'727 | 166'727 | 76'952 CHF | 78'620 CHF | 100.00% | 100.00% |
19.08.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 166'000 | 166'000 | 166'115 | 166'115 | 76'935 CHF | 78'599 CHF | 99.99% | 99.99% |
16.08.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 168'000 | 168'000 | 167'985 | 167'985 | 74'575 CHF | 76'254 CHF | 100.00% | 100.00% |