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% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'519 CHF | 131'758 CHF | 98.27% | 98.27% |
28.08.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 122'969 CHF | 123'969 CHF | 98.99% | 98.99% |
27.08.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 116'988 CHF | 117'988 CHF | 99.08% | 99.08% |
26.08.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'476 CHF | 122'476 CHF | 99.44% | 99.44% |
23.08.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'333 CHF | 116'333 CHF | 92.49% | 92.49% |
22.08.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 119'194 CHF | 120'194 CHF | 98.96% | 98.96% |
21.08.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'516 CHF | 111'516 CHF | 98.20% | 98.20% |
20.08.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'722 CHF | 116'722 CHF | 97.54% | 97.54% |
19.08.2024 | 0.92% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'688 CHF | 109'688 CHF | 96.02% | 96.02% |
16.08.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'996 CHF | 103'996 CHF | 100.00% | 100.00% |