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 | 0.42% | 2.33 CHF | 2.34 CHF | 51'000 | 51'000 | 51'100 | 51'100 | 120'176 CHF | 120'687 CHF | 100.00% | 100.00% |
28.08.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 52'000 | 52'000 | 51'806 | 51'806 | 119'413 CHF | 119'931 CHF | 99.96% | 99.96% |
27.08.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 119'196 CHF | 119'706 CHF | 99.81% | 99.81% |
26.08.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 51'000 | 51'000 | 51'594 | 51'594 | 118'467 CHF | 118'983 CHF | 100.00% | 100.00% |
23.08.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 52'000 | 52'000 | 51'783 | 51'783 | 118'417 CHF | 118'935 CHF | 99.99% | 99.99% |
22.08.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 52'000 | 52'000 | 51'920 | 51'920 | 118'117 CHF | 118'636 CHF | 99.84% | 99.84% |
21.08.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 52'000 | 52'000 | 51'861 | 51'861 | 117'735 CHF | 118'254 CHF | 100.00% | 100.00% |
20.08.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 52'000 | 52'000 | 51'622 | 51'622 | 117'494 CHF | 118'010 CHF | 100.00% | 100.00% |
19.08.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 51'000 | 51'000 | 50'915 | 50'915 | 118'496 CHF | 119'006 CHF | 100.00% | 100.00% |
16.08.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 51'000 | 51'000 | 51'724 | 51'724 | 117'530 CHF | 118'047 CHF | 100.00% | 100.00% |