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 | 0.37% | 2.64 CHF | 2.65 CHF | 51'000 | 51'000 | 51'100 | 51'100 | 136'198 CHF | 136'709 CHF | 100.00% | 100.00% |
28.08.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 52'000 | 52'000 | 51'806 | 51'806 | 135'696 CHF | 136'214 CHF | 99.98% | 99.98% |
27.08.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 135'281 CHF | 135'791 CHF | 99.83% | 99.83% |
26.08.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 51'000 | 51'000 | 51'594 | 51'594 | 134'823 CHF | 135'339 CHF | 99.99% | 99.99% |
23.08.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 52'000 | 52'000 | 51'783 | 51'783 | 134'768 CHF | 135'286 CHF | 99.95% | 99.95% |
22.08.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 52'000 | 52'000 | 51'920 | 51'920 | 134'612 CHF | 135'131 CHF | 99.84% | 99.84% |
21.08.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 52'000 | 52'000 | 51'861 | 51'861 | 134'180 CHF | 134'699 CHF | 99.97% | 99.97% |
20.08.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 52'000 | 52'000 | 51'622 | 51'622 | 133'904 CHF | 134'420 CHF | 100.00% | 100.00% |
19.08.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 51'000 | 51'000 | 50'923 | 50'923 | 134'746 CHF | 135'256 CHF | 99.99% | 99.99% |
16.08.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 51'000 | 51'000 | 51'723 | 51'723 | 134'008 CHF | 134'525 CHF | 100.00% | 100.00% |