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 | 0.73% | 1.39 CHF | 1.40 CHF | 505'500 | 505'500 | 505'500 | 505'500 | 690'703 CHF | 695'758 CHF | 100.00% | 100.00% |
28.08.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 528'600 | 528'600 | 528'600 | 528'600 | 695'316 CHF | 700'602 CHF | 100.00% | 100.00% |
27.08.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 501'100 | 501'100 | 501'100 | 501'100 | 636'932 CHF | 641'943 CHF | 100.00% | 100.00% |
26.08.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 503'400 | 503'400 | 503'400 | 503'400 | 658'340 CHF | 663'374 CHF | 100.00% | 100.00% |
23.08.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 521'900 | 521'900 | 521'900 | 521'900 | 651'519 CHF | 656'738 CHF | 99.94% | 99.94% |
22.08.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 547'400 | 547'400 | 547'400 | 547'400 | 697'762 CHF | 703'236 CHF | 99.56% | 99.56% |
21.08.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 539'100 | 539'100 | 539'100 | 539'100 | 643'470 CHF | 648'861 CHF | 99.99% | 99.99% |
20.08.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 534'600 | 534'600 | 534'600 | 534'600 | 663'103 CHF | 668'449 CHF | 100.00% | 100.00% |
19.08.2024 | 0.85% | 1.23 CHF | 1.24 CHF | 575'100 | 575'100 | 573'680 | 573'680 | 673'266 CHF | 679'017 CHF | 100.00% | 100.00% |
16.08.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 594'800 | 594'800 | 594'800 | 594'800 | 665'143 CHF | 671'091 CHF | 100.00% | 100.00% |