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 | 3.76% | 0.33 CHF | 0.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 80'535 CHF | 83'632 CHF | 98.27% | 98.27% |
28.08.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 73'967 CHF | 76'467 CHF | 98.99% | 98.99% |
27.08.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 69'079 CHF | 71'579 CHF | 99.08% | 99.08% |
26.08.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 73'030 CHF | 75'530 CHF | 99.44% | 99.44% |
23.08.2024 | 3.59% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 68'363 CHF | 70'863 CHF | 93.09% | 93.09% |
22.08.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 71'902 CHF | 74'402 CHF | 99.13% | 99.13% |
21.08.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 65'401 CHF | 67'901 CHF | 98.20% | 98.20% |
20.08.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 70'193 CHF | 72'693 CHF | 97.54% | 97.54% |
19.08.2024 | 3.78% | 0.28 CHF | 0.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 64'879 CHF | 67'379 CHF | 96.08% | 96.08% |
16.08.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 61'128 CHF | 63'628 CHF | 99.98% | 99.98% |