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 | 0.56% | 4.00 CHF | 4.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 396'310 CHF | 398'549 CHF | 98.27% | 98.27% |
28.08.2024 | 0.51% | 3.86 CHF | 3.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 388'016 CHF | 390'016 CHF | 98.99% | 98.99% |
27.08.2024 | 0.52% | 3.77 CHF | 3.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 380'092 CHF | 382'092 CHF | 99.08% | 99.08% |
26.08.2024 | 0.52% | 3.88 CHF | 3.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 385'697 CHF | 387'697 CHF | 99.14% | 99.14% |
23.08.2024 | 0.53% | 3.85 CHF | 3.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 376'331 CHF | 378'331 CHF | 92.32% | 92.32% |
22.08.2024 | 0.52% | 3.84 CHF | 3.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 381'146 CHF | 383'146 CHF | 99.05% | 99.05% |
21.08.2024 | 0.54% | 3.68 CHF | 3.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 368'112 CHF | 370'112 CHF | 95.38% | 95.38% |
20.08.2024 | 0.53% | 3.72 CHF | 3.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 375'540 CHF | 377'540 CHF | 97.53% | 97.53% |
19.08.2024 | 0.55% | 3.73 CHF | 3.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 364'549 CHF | 366'549 CHF | 96.01% | 96.01% |
16.08.2024 | 0.56% | 3.57 CHF | 3.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 355'105 CHF | 357'105 CHF | 99.80% | 99.80% |