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 | 1.40% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 99'282 | 99'169 | 93'147 CHF | 94'346 CHF | 99.15% | 99.15% |
28.08.2024 | 1.35% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'732 CHF | 95'010 CHF | 100.00% | 100.00% |
27.08.2024 | 1.28% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'560 CHF | 98'817 CHF | 100.00% | 100.00% |
26.08.2024 | 1.23% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'670 CHF | 99'894 CHF | 99.93% | 99.93% |
23.08.2024 | 1.36% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'971 CHF | 96'274 CHF | 99.81% | 99.81% |
22.08.2024 | 1.23% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'920 CHF | 97'107 CHF | 98.27% | 98.27% |
21.08.2024 | 1.35% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'983 CHF | 97'288 CHF | 99.99% | 99.99% |
20.08.2024 | 1.36% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'350 CHF | 98'685 CHF | 100.00% | 100.00% |
19.08.2024 | 1.31% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'701 CHF | 103'046 CHF | 100.00% | 100.00% |
16.08.2024 | 1.31% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'827 CHF | 103'164 CHF | 100.00% | 100.00% |