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 | 0.94% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 99'169 | 99'169 | 135'493 CHF | 136'765 CHF | 99.15% | 99.15% |
28.08.2024 | 0.94% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'939 CHF | 138'225 CHF | 100.00% | 100.00% |
27.08.2024 | 0.95% | 1.35 CHF | 1.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 133'259 CHF | 134'537 CHF | 100.00% | 100.00% |
26.08.2024 | 1.01% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'235 CHF | 133'579 CHF | 99.96% | 99.96% |
23.08.2024 | 0.87% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'191 CHF | 137'377 CHF | 99.53% | 99.53% |
22.08.2024 | 0.95% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'339 CHF | 136'627 CHF | 98.27% | 98.27% |
21.08.2024 | 0.97% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'314 CHF | 136'631 CHF | 99.98% | 99.98% |
20.08.2024 | 0.99% | 1.37 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 134'118 CHF | 135'453 CHF | 99.90% | 99.90% |
19.08.2024 | 0.95% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 129'954 CHF | 131'192 CHF | 100.00% | 100.00% |
16.08.2024 | 1.04% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 129'926 CHF | 131'287 CHF | 100.00% | 100.00% |