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 | 1.45% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 99'282 | 99'169 | 88'116 CHF | 89'295 CHF | 99.15% | 99.15% |
28.08.2024 | 1.39% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'600 CHF | 89'836 CHF | 100.00% | 100.00% |
27.08.2024 | 1.37% | 0.90 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'463 CHF | 93'741 CHF | 100.00% | 100.00% |
26.08.2024 | 1.29% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'548 CHF | 94'765 CHF | 99.96% | 99.96% |
23.08.2024 | 1.36% | 0.92 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'838 CHF | 91'064 CHF | 99.52% | 99.52% |
22.08.2024 | 1.40% | 0.90 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'743 CHF | 92'026 CHF | 98.26% | 98.26% |
21.08.2024 | 1.38% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'910 CHF | 92'175 CHF | 100.00% | 100.00% |
20.08.2024 | 1.37% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'264 CHF | 93'539 CHF | 100.00% | 100.00% |
19.08.2024 | 1.22% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'620 CHF | 97'808 CHF | 100.00% | 100.00% |
16.08.2024 | 1.40% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'713 CHF | 98'074 CHF | 100.00% | 100.00% |