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 | 1.56% | 0.79 CHF | 0.81 CHF | 100'000 | 100'000 | 99'396 | 99'169 | 80'759 CHF | 81'834 CHF | 99.15% | 99.15% |
28.08.2024 | 1.56% | 0.80 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'096 CHF | 82'374 CHF | 100.00% | 100.00% |
27.08.2024 | 1.42% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'962 CHF | 86'180 CHF | 100.00% | 100.00% |
26.08.2024 | 1.47% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'982 CHF | 87'255 CHF | 100.00% | 100.00% |
23.08.2024 | 1.43% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'433 CHF | 83'622 CHF | 99.69% | 99.69% |
22.08.2024 | 1.54% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'204 CHF | 84'498 CHF | 98.27% | 98.27% |
21.08.2024 | 1.47% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'347 CHF | 84'584 CHF | 99.98% | 99.98% |
20.08.2024 | 1.38% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'798 CHF | 85'975 CHF | 100.00% | 100.00% |
19.08.2024 | 1.32% | 0.89 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'182 CHF | 90'365 CHF | 100.00% | 100.00% |
16.08.2024 | 1.40% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'285 CHF | 90'543 CHF | 100.00% | 100.00% |