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 | 0.99% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 99'169 | 99'169 | 132'019 CHF | 133'324 CHF | 99.15% | 99.15% |
28.08.2024 | 0.93% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'968 CHF | 134'216 CHF | 100.00% | 100.00% |
27.08.2024 | 0.87% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'817 CHF | 138'019 CHF | 100.00% | 100.00% |
26.08.2024 | 0.93% | 1.38 CHF | 1.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 137'893 CHF | 139'182 CHF | 99.13% | 99.13% |
23.08.2024 | 0.96% | 1.37 CHF | 1.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 134'224 CHF | 135'524 CHF | 99.94% | 99.94% |
22.08.2024 | 0.86% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'107 CHF | 136'267 CHF | 98.26% | 98.26% |
21.08.2024 | 0.94% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'194 CHF | 136'471 CHF | 99.99% | 99.99% |
20.08.2024 | 0.96% | 1.33 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'547 CHF | 137'867 CHF | 99.90% | 99.90% |
19.08.2024 | 0.88% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'930 CHF | 142'182 CHF | 100.00% | 100.00% |
16.08.2024 | 0.91% | 1.41 CHF | 1.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'074 CHF | 142'358 CHF | 100.00% | 100.00% |