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 | 0.48% | 2.05 CHF | 2.06 CHF | 51'000 | 51'000 | 51'100 | 51'100 | 105'984 CHF | 106'495 CHF | 100.00% | 100.00% |
28.08.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 52'000 | 52'000 | 51'806 | 51'806 | 105'015 CHF | 105'534 CHF | 99.96% | 99.96% |
27.08.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 104'933 CHF | 105'443 CHF | 99.81% | 99.81% |
26.08.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 51'000 | 51'000 | 51'594 | 51'594 | 104'062 CHF | 104'578 CHF | 100.00% | 100.00% |
23.08.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 52'000 | 52'000 | 51'783 | 51'783 | 103'892 CHF | 104'409 CHF | 99.98% | 99.98% |
22.08.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 52'000 | 52'000 | 51'920 | 51'920 | 103'594 CHF | 104'113 CHF | 99.82% | 99.82% |
21.08.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 52'000 | 52'000 | 51'861 | 51'861 | 103'194 CHF | 103'712 CHF | 100.00% | 100.00% |
20.08.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 52'000 | 52'000 | 51'622 | 51'622 | 102'978 CHF | 103'495 CHF | 100.00% | 100.00% |
19.08.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 51'000 | 51'000 | 50'923 | 50'923 | 104'119 CHF | 104'629 CHF | 100.00% | 100.00% |
16.08.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 51'000 | 51'000 | 51'723 | 51'723 | 102'963 CHF | 103'480 CHF | 100.00% | 100.00% |