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 | 0.71% | 1.42 CHF | 1.43 CHF | 26'390 | 26'390 | 26'101 | 26'101 | 36'890 CHF | 37'151 CHF | 99.88% | 99.88% |
28.08.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 26'530 | 26'530 | 26'347 | 26'347 | 35'448 CHF | 35'712 CHF | 99.88% | 99.88% |
27.08.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 26'820 | 26'820 | 26'560 | 26'560 | 35'290 CHF | 35'555 CHF | 100.00% | 100.00% |
26.08.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 27'000 | 27'000 | 26'734 | 26'734 | 34'373 CHF | 34'640 CHF | 100.00% | 100.00% |
23.08.2024 | 0.90% | 1.27 CHF | 1.28 CHF | 27'130 | 27'130 | 27'295 | 27'295 | 30'493 CHF | 30'766 CHF | 98.60% | 98.60% |
22.08.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 27'040 | 27'040 | 26'791 | 26'791 | 34'528 CHF | 34'796 CHF | 99.72% | 99.72% |
21.08.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 27'130 | 27'130 | 26'900 | 26'900 | 34'274 CHF | 34'543 CHF | 99.81% | 99.81% |
20.08.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 27'260 | 27'260 | 26'872 | 26'872 | 35'174 CHF | 35'443 CHF | 99.78% | 99.78% |
19.08.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 27'140 | 27'140 | 26'924 | 26'924 | 35'335 CHF | 35'604 CHF | 100.00% | 100.00% |
16.08.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 27'250 | 27'250 | 27'034 | 27'034 | 34'456 CHF | 34'726 CHF | 99.32% | 99.32% |