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 | 1.70% | 0.65 CHF | 0.67 CHF | 100'000 | 100'000 | 99'562 | 99'169 | 67'137 CHF | 68'008 CHF | 99.15% | 99.15% |
28.08.2024 | 1.85% | 0.66 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'216 CHF | 68'469 CHF | 100.00% | 100.00% |
27.08.2024 | 1.90% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'019 CHF | 72'384 CHF | 100.00% | 100.00% |
26.08.2024 | 1.60% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'182 CHF | 73'347 CHF | 99.07% | 99.07% |
23.08.2024 | 1.68% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'524 CHF | 69'683 CHF | 99.92% | 99.92% |
22.08.2024 | 1.98% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'267 CHF | 70'652 CHF | 98.27% | 98.27% |
21.08.2024 | 1.84% | 0.67 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'494 CHF | 70'783 CHF | 99.99% | 99.99% |
20.08.2024 | 1.78% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'882 CHF | 72'156 CHF | 99.90% | 99.90% |
19.08.2024 | 1.53% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'285 CHF | 76'443 CHF | 100.00% | 100.00% |
16.08.2024 | 1.70% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'358 CHF | 76'651 CHF | 100.00% | 100.00% |