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 | 0.53% | 1.85 CHF | 1.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 839'901 CHF | 281'467 CHF | 99.14% | 99.14% |
28.08.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 825'960 CHF | 276'820 CHF | 99.24% | 99.24% |
27.08.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 836'107 CHF | 280'202 CHF | 99.24% | 99.24% |
26.08.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 824'294 CHF | 276'265 CHF | 99.17% | 99.17% |
23.08.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 821'583 CHF | 275'361 CHF | 99.17% | 99.17% |
22.08.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 818'517 CHF | 274'339 CHF | 99.20% | 99.20% |
21.08.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 816'963 CHF | 273'821 CHF | 99.23% | 99.23% |
20.08.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 819'122 CHF | 274'541 CHF | 99.24% | 99.24% |
19.08.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 834'362 CHF | 279'621 CHF | 99.21% | 99.21% |
16.08.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 818'193 CHF | 274'231 CHF | 99.23% | 99.23% |