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 | 1.90% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'394 CHF | 65'632 CHF | 98.27% | 98.27% |
28.08.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'128 CHF | 60'128 CHF | 98.99% | 98.99% |
27.08.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'308 CHF | 56'308 CHF | 99.08% | 99.08% |
26.08.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'386 CHF | 59'386 CHF | 99.44% | 99.44% |
23.08.2024 | 1.81% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'722 CHF | 55'722 CHF | 92.92% | 92.92% |
22.08.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'517 CHF | 58'517 CHF | 99.12% | 99.12% |
21.08.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'234 | 100'000 | 52'411 CHF | 53'296 CHF | 98.24% | 98.24% |
20.08.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'163 CHF | 57'163 CHF | 97.54% | 97.54% |
19.08.2024 | 1.91% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'442 | 100'000 | 52'111 CHF | 52'894 CHF | 96.08% | 96.08% |
16.08.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 107'008 | 100'000 | 52'262 CHF | 49'908 CHF | 99.98% | 99.98% |