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 | 0.24% | 4.36 CHF | 4.37 CHF | 253'800 | 253'800 | 253'800 | 253'800 | 1'078'040 CHF | 1'080'580 CHF | 100.00% | 100.00% |
28.08.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 248'400 | 248'400 | 248'400 | 248'400 | 1'056'200 CHF | 1'058'680 CHF | 100.00% | 100.00% |
27.08.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 259'200 | 259'200 | 259'200 | 259'200 | 1'135'860 CHF | 1'138'460 CHF | 100.00% | 100.00% |
26.08.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 265'000 | 265'000 | 265'000 | 265'000 | 1'124'020 CHF | 1'126'670 CHF | 100.00% | 100.00% |
23.08.2024 | 0.23% | 4.15 CHF | 4.16 CHF | 257'300 | 257'300 | 257'300 | 257'300 | 1'095'270 CHF | 1'097'840 CHF | 99.98% | 99.98% |
22.08.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 270'700 | 270'700 | 270'700 | 270'700 | 1'129'290 CHF | 1'132'000 CHF | 98.98% | 98.98% |
21.08.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 266'500 | 266'500 | 266'500 | 266'500 | 1'102'030 CHF | 1'104'700 CHF | 100.00% | 100.00% |
20.08.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 254'200 | 254'200 | 254'200 | 254'200 | 1'076'810 CHF | 1'079'350 CHF | 100.00% | 100.00% |
19.08.2024 | 0.24% | 4.35 CHF | 4.36 CHF | 256'900 | 256'900 | 256'531 | 256'531 | 1'090'430 CHF | 1'093'000 CHF | 99.75% | 99.75% |
16.08.2024 | 0.24% | 4.30 CHF | 4.31 CHF | 253'600 | 253'600 | 253'600 | 253'600 | 1'076'590 CHF | 1'079'130 CHF | 100.00% | 100.00% |