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 | 0.87% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 99'169 | 99'169 | 145'390 CHF | 146'645 CHF | 99.15% | 99.15% |
28.08.2024 | 0.83% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 146'515 CHF | 147'732 CHF | 100.00% | 100.00% |
27.08.2024 | 0.81% | 1.48 CHF | 1.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 150'384 CHF | 151'612 CHF | 100.00% | 100.00% |
26.08.2024 | 0.82% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'422 CHF | 152'671 CHF | 99.75% | 99.75% |
23.08.2024 | 0.82% | 1.50 CHF | 1.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 147'749 CHF | 148'963 CHF | 99.36% | 99.36% |
22.08.2024 | 0.80% | 1.48 CHF | 1.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 148'660 CHF | 149'855 CHF | 98.23% | 98.23% |
21.08.2024 | 0.80% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 148'782 CHF | 149'982 CHF | 100.00% | 100.00% |
20.08.2024 | 0.79% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 150'155 CHF | 151'350 CHF | 100.00% | 100.00% |
19.08.2024 | 0.81% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 154'443 CHF | 155'701 CHF | 100.00% | 100.00% |
16.08.2024 | 0.83% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 154'543 CHF | 155'827 CHF | 100.00% | 100.00% |