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% | 1.71 CHF | 1.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 773'495 CHF | 259'332 CHF | 99.14% | 99.14% |
28.08.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 759'928 CHF | 254'809 CHF | 99.24% | 99.24% |
27.08.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 769'477 CHF | 257'992 CHF | 99.24% | 99.24% |
26.08.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 757'761 CHF | 254'087 CHF | 99.17% | 99.17% |
23.08.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 755'028 CHF | 253'176 CHF | 99.16% | 99.16% |
22.08.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 751'743 CHF | 252'081 CHF | 99.20% | 99.20% |
21.08.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 749'943 CHF | 251'481 CHF | 99.23% | 99.23% |
20.08.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 752'032 CHF | 252'177 CHF | 99.24% | 99.24% |
19.08.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 767'147 CHF | 257'216 CHF | 99.21% | 99.21% |
16.08.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 751'161 CHF | 251'887 CHF | 99.23% | 99.23% |