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 | 1.02% | 17.77 CHF | 17.95 CHF | 20'000 | 19'840 | 20'000 | 19'861 | 351'371 CHF | 352'508 CHF | 100.00% | 100.00% |
28.08.2024 | 1.01% | 17.16 CHF | 17.33 CHF | 20'000 | 17'419 | 20'000 | 19'478 | 347'848 CHF | 342'208 CHF | 100.00% | 100.00% |
27.08.2024 | 0.99% | 18.09 CHF | 18.27 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 368'830 CHF | 372'515 CHF | 100.00% | 100.00% |
26.08.2024 | 0.99% | 18.86 CHF | 19.05 CHF | 19'991 | 19'900 | 19'991 | 19'906 | 380'678 CHF | 382'837 CHF | 100.00% | 100.00% |
23.08.2024 | 0.98% | 18.11 CHF | 18.29 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 366'616 CHF | 370'237 CHF | 68.84% | 68.84% |
22.08.2024 | 1.00% | 17.93 CHF | 18.11 CHF | 20'000 | 19'975 | 20'000 | 19'997 | 359'604 CHF | 363'146 CHF | 99.83% | 99.83% |
21.08.2024 | 1.01% | 17.67 CHF | 17.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 354'501 CHF | 358'101 CHF | 100.00% | 100.00% |
20.08.2024 | 0.99% | 17.63 CHF | 17.81 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 362'404 CHF | 366'004 CHF | 100.00% | 100.00% |
19.08.2024 | 1.01% | 17.82 CHF | 18.00 CHF | 20'000 | 19'996 | 20'000 | 19'999 | 355'120 CHF | 358'710 CHF | 100.00% | 100.00% |
16.08.2024 | 1.00% | 17.53 CHF | 17.71 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 356'953 CHF | 360'553 CHF | 100.00% | 100.00% |