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 | 0.58% | 2.15 CHF | 2.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 211'835 CHF | 213'074 CHF | 98.27% | 98.27% |
28.08.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 203'484 CHF | 204'484 CHF | 98.99% | 98.99% |
27.08.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 196'412 CHF | 197'412 CHF | 99.08% | 99.08% |
26.08.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 201'597 CHF | 202'597 CHF | 99.38% | 99.38% |
23.08.2024 | 0.52% | 2.01 CHF | 2.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 193'700 CHF | 194'700 CHF | 93.03% | 93.03% |
22.08.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 198'099 CHF | 199'099 CHF | 98.70% | 98.70% |
21.08.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 187'024 CHF | 188'024 CHF | 98.10% | 98.10% |
20.08.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 193'286 CHF | 194'286 CHF | 97.54% | 97.54% |
19.08.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 184'227 CHF | 185'227 CHF | 96.02% | 96.02% |
16.08.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 176'472 CHF | 177'472 CHF | 99.92% | 99.92% |