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 | 0.29% | 3.48 CHF | 3.49 CHF | 153'700 | 153'700 | 153'700 | 153'700 | 522'193 CHF | 523'730 CHF | 100.00% | 100.00% |
28.08.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 157'600 | 157'600 | 157'600 | 157'600 | 506'878 CHF | 508'454 CHF | 100.00% | 100.00% |
27.08.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 158'000 | 158'000 | 158'000 | 158'000 | 493'935 CHF | 495'515 CHF | 99.99% | 99.99% |
26.08.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 153'900 | 153'900 | 153'900 | 153'900 | 481'959 CHF | 483'498 CHF | 100.00% | 100.00% |
23.08.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 160'500 | 160'500 | 160'500 | 160'500 | 503'869 CHF | 505'474 CHF | 99.93% | 99.93% |
22.08.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 160'300 | 160'300 | 160'300 | 160'300 | 499'528 CHF | 501'131 CHF | 99.88% | 99.88% |
21.08.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 168'300 | 168'300 | 168'300 | 168'300 | 505'046 CHF | 506'729 CHF | 99.97% | 99.97% |
20.08.2024 | 0.33% | 2.89 CHF | 2.90 CHF | 163'800 | 163'800 | 163'800 | 163'800 | 493'461 CHF | 495'099 CHF | 100.00% | 100.00% |
19.08.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 172'600 | 172'600 | 172'160 | 172'160 | 501'140 CHF | 502'866 CHF | 100.00% | 100.00% |
16.08.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 182'900 | 182'900 | 182'900 | 182'900 | 507'001 CHF | 508'830 CHF | 100.00% | 100.00% |