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 | 0.74% | 3.06 CHF | 3.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 301'882 CHF | 304'121 CHF | 98.27% | 98.27% |
28.08.2024 | 0.68% | 2.91 CHF | 2.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 293'444 CHF | 295'444 CHF | 98.99% | 98.99% |
27.08.2024 | 0.70% | 2.82 CHF | 2.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 285'841 CHF | 287'841 CHF | 99.08% | 99.08% |
26.08.2024 | 0.68% | 2.94 CHF | 2.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 291'310 CHF | 293'310 CHF | 99.38% | 99.38% |
23.08.2024 | 0.71% | 2.91 CHF | 2.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 282'425 CHF | 284'425 CHF | 92.79% | 92.79% |
22.08.2024 | 0.69% | 2.90 CHF | 2.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 287'123 CHF | 289'123 CHF | 99.14% | 99.14% |
21.08.2024 | 0.72% | 2.70 CHF | 2.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 274'964 CHF | 276'964 CHF | 87.83% | 87.83% |
20.08.2024 | 0.71% | 2.78 CHF | 2.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 281'682 CHF | 283'682 CHF | 97.51% | 97.51% |
19.08.2024 | 0.73% | 2.80 CHF | 2.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 271'379 CHF | 273'379 CHF | 96.02% | 96.02% |
16.08.2024 | 0.76% | 2.64 CHF | 2.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 262'505 CHF | 264'505 CHF | 99.56% | 99.56% |