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 | 0.27% | 3.74 CHF | 3.75 CHF | 214'100 | 214'100 | 214'100 | 214'100 | 789'222 CHF | 791'363 CHF | 100.00% | 100.00% |
28.08.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 222'100 | 222'100 | 222'100 | 222'100 | 793'802 CHF | 796'023 CHF | 100.00% | 100.00% |
27.08.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 212'600 | 212'600 | 212'600 | 212'600 | 738'875 CHF | 741'001 CHF | 100.00% | 100.00% |
26.08.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 213'400 | 213'400 | 213'400 | 213'400 | 758'914 CHF | 761'048 CHF | 100.00% | 100.00% |
23.08.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 219'800 | 219'800 | 219'800 | 219'800 | 752'718 CHF | 754'916 CHF | 99.94% | 99.94% |
22.08.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 228'600 | 228'600 | 228'600 | 228'600 | 796'288 CHF | 798'574 CHF | 99.57% | 99.57% |
21.08.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 225'800 | 225'800 | 225'800 | 225'800 | 745'608 CHF | 747'866 CHF | 99.97% | 99.97% |
20.08.2024 | 0.29% | 3.36 CHF | 3.37 CHF | 224'200 | 224'200 | 224'200 | 224'200 | 763'807 CHF | 766'049 CHF | 100.00% | 100.00% |
19.08.2024 | 0.31% | 3.38 CHF | 3.39 CHF | 238'100 | 238'100 | 237'512 | 237'512 | 773'699 CHF | 776'080 CHF | 100.00% | 100.00% |
16.08.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 244'800 | 244'800 | 244'800 | 244'800 | 766'919 CHF | 769'367 CHF | 99.97% | 99.97% |