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 | 1.24% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 99'169 | 99'169 | 99'822 CHF | 101'064 CHF | 99.15% | 99.15% |
28.08.2024 | 1.27% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'939 CHF | 102'225 CHF | 100.00% | 100.00% |
27.08.2024 | 1.30% | 0.99 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'259 CHF | 98'537 CHF | 100.00% | 100.00% |
26.08.2024 | 1.39% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'235 CHF | 97'579 CHF | 99.96% | 99.96% |
23.08.2024 | 1.18% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'198 CHF | 101'383 CHF | 99.13% | 99.13% |
22.08.2024 | 1.29% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'339 CHF | 100'627 CHF | 98.26% | 98.26% |
21.08.2024 | 1.22% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'314 CHF | 100'529 CHF | 99.99% | 99.99% |
20.08.2024 | 1.21% | 1.01 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'118 CHF | 99'314 CHF | 99.90% | 99.90% |
19.08.2024 | 1.45% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'818 CHF | 95'192 CHF | 100.00% | 100.00% |
16.08.2024 | 1.44% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'926 CHF | 95'287 CHF | 100.00% | 100.00% |