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 | 2.12% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'353 CHF | 23'853 CHF | 100.00% | 100.00% |
28.08.2024 | 2.00% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'713 CHF | 25'213 CHF | 94.62% | 94.62% |
27.08.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'558 CHF | 26'058 CHF | 98.79% | 98.79% |
26.08.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'004 CHF | 26'504 CHF | 99.55% | 99.55% |
23.08.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'416 CHF | 26'916 CHF | 100.00% | 100.00% |
22.08.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'878 CHF | 29'378 CHF | 99.71% | 99.71% |
21.08.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'218 CHF | 31'718 CHF | 99.55% | 99.55% |
20.08.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'817 CHF | 32'317 CHF | 99.95% | 99.95% |
19.08.2024 | 1.63% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'366 CHF | 30'866 CHF | 99.25% | 99.25% |
16.08.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'137 CHF | 28'637 CHF | 98.91% | 98.91% |