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 | 0.70% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 637'565 CHF | 214'022 CHF | 99.14% | 99.14% |
28.08.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 623'404 CHF | 209'301 CHF | 99.24% | 99.24% |
27.08.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 632'804 CHF | 212'435 CHF | 99.24% | 99.24% |
26.08.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 620'260 CHF | 208'253 CHF | 99.17% | 99.17% |
23.08.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 617'463 CHF | 207'321 CHF | 99.17% | 99.17% |
22.08.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 613'858 CHF | 206'119 CHF | 99.21% | 99.21% |
21.08.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 612'184 CHF | 205'561 CHF | 99.23% | 99.23% |
20.08.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 613'523 CHF | 206'008 CHF | 99.24% | 99.24% |
19.08.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 628'825 CHF | 211'108 CHF | 99.20% | 99.20% |
16.08.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 612'754 CHF | 205'751 CHF | 99.24% | 99.24% |