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 | 2.44% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 131'146 | 131'145 | 52'968 CHF | 54'279 CHF | 97.44% | 97.44% |
28.08.2024 | 2.38% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 128'913 | 128'913 | 53'511 CHF | 54'801 CHF | 100.00% | 100.00% |
27.08.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 145'365 | 145'365 | 53'805 CHF | 55'259 CHF | 100.00% | 100.00% |
26.08.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 142'634 | 142'629 | 55'914 CHF | 57'339 CHF | 99.81% | 99.81% |
23.08.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'538 CHF | 53'788 CHF | 100.00% | 100.00% |
22.08.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'878 CHF | 59'128 CHF | 99.68% | 99.68% |
21.08.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 127'352 | 127'351 | 52'235 CHF | 53'509 CHF | 100.00% | 100.00% |
20.08.2024 | 2.01% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 111'477 | 111'479 | 54'909 CHF | 56'025 CHF | 99.80% | 99.80% |
19.08.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'723 CHF | 57'223 CHF | 98.14% | 98.14% |
16.08.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 142'213 | 142'214 | 54'366 CHF | 55'788 CHF | 100.00% | 100.00% |