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 | 1.74% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 99'396 | 99'169 | 74'576 CHF | 75'707 CHF | 99.15% | 99.15% |
28.08.2024 | 1.67% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'836 CHF | 76'096 CHF | 100.00% | 100.00% |
27.08.2024 | 1.54% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'741 CHF | 79'962 CHF | 100.00% | 100.00% |
26.08.2024 | 1.64% | 0.80 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'765 CHF | 81'086 CHF | 99.96% | 99.96% |
23.08.2024 | 1.78% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'069 CHF | 77'438 CHF | 99.92% | 99.92% |
22.08.2024 | 1.52% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'026 CHF | 78'204 CHF | 98.27% | 98.27% |
21.08.2024 | 1.54% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'176 CHF | 78'369 CHF | 99.98% | 99.98% |
20.08.2024 | 1.60% | 0.75 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'539 CHF | 79'802 CHF | 100.00% | 100.00% |
19.08.2024 | 1.65% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'808 CHF | 84'182 CHF | 100.00% | 100.00% |
16.08.2024 | 1.45% | 0.83 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'074 CHF | 84'285 CHF | 100.00% | 100.00% |