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 | 0.35% | 2.82 CHF | 2.83 CHF | 51'000 | 51'000 | 51'100 | 51'100 | 145'041 CHF | 145'552 CHF | 100.00% | 100.00% |
28.08.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 52'000 | 52'000 | 51'806 | 51'806 | 144'645 CHF | 145'164 CHF | 99.96% | 99.96% |
27.08.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 144'200 CHF | 144'710 CHF | 99.81% | 99.81% |
26.08.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 51'000 | 51'000 | 51'594 | 51'594 | 143'843 CHF | 144'359 CHF | 100.00% | 100.00% |
23.08.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 52'000 | 52'000 | 51'783 | 51'783 | 143'883 CHF | 144'401 CHF | 99.97% | 99.97% |
22.08.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 52'000 | 52'000 | 51'920 | 51'920 | 143'652 CHF | 144'171 CHF | 99.82% | 99.82% |
21.08.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 52'000 | 52'000 | 51'861 | 51'861 | 143'304 CHF | 143'822 CHF | 100.00% | 100.00% |
20.08.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 52'000 | 52'000 | 51'622 | 51'622 | 143'001 CHF | 143'517 CHF | 100.00% | 100.00% |
19.08.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 51'000 | 51'000 | 50'922 | 50'922 | 143'709 CHF | 144'219 CHF | 100.00% | 100.00% |
16.08.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 51'000 | 51'000 | 51'723 | 51'723 | 143'106 CHF | 143'623 CHF | 99.99% | 99.99% |