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 | 0.63% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 710'672 CHF | 238'391 CHF | 99.14% | 99.14% |
28.08.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 697'015 CHF | 233'838 CHF | 99.24% | 99.24% |
27.08.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 706'061 CHF | 236'854 CHF | 99.24% | 99.24% |
26.08.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 694'260 CHF | 232'920 CHF | 99.17% | 99.17% |
23.08.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 691'430 CHF | 231'977 CHF | 99.16% | 99.16% |
22.08.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 688'353 CHF | 230'951 CHF | 99.20% | 99.20% |
21.08.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 686'492 CHF | 230'331 CHF | 99.23% | 99.23% |
20.08.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 688'222 CHF | 230'907 CHF | 99.24% | 99.24% |
19.08.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 703'392 CHF | 235'964 CHF | 99.21% | 99.21% |
16.08.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 687'227 CHF | 230'576 CHF | 99.24% | 99.24% |