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 | 1.06% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 423'178 CHF | 142'560 CHF | 99.14% | 99.14% |
28.08.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'064 CHF | 137'855 CHF | 99.24% | 99.24% |
27.08.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 416'858 CHF | 140'453 CHF | 99.24% | 99.24% |
26.08.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 404'195 CHF | 136'232 CHF | 99.17% | 99.17% |
23.08.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 401'045 CHF | 135'182 CHF | 99.17% | 99.17% |
22.08.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 397'505 CHF | 134'002 CHF | 99.21% | 99.21% |
21.08.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'078 CHF | 133'192 CHF | 99.23% | 99.23% |
20.08.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 396'424 CHF | 133'641 CHF | 99.24% | 99.24% |
19.08.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 410'895 CHF | 138'465 CHF | 99.21% | 99.21% |
16.08.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 394'989 CHF | 133'163 CHF | 99.24% | 99.24% |