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 | 0.74% | 1.55 CHF | 1.57 CHF | 100'000 | 100'000 | 99'169 | 99'169 | 156'156 CHF | 157'305 CHF | 99.15% | 99.15% |
28.08.2024 | 0.76% | 1.56 CHF | 1.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'321 CHF | 158'515 CHF | 100.00% | 100.00% |
27.08.2024 | 0.74% | 1.59 CHF | 1.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 161'180 CHF | 162'384 CHF | 100.00% | 100.00% |
26.08.2024 | 0.76% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 162'188 CHF | 163'421 CHF | 100.00% | 100.00% |
23.08.2024 | 0.76% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 158'548 CHF | 159'754 CHF | 99.85% | 99.85% |
22.08.2024 | 0.87% | 1.59 CHF | 1.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'267 CHF | 160'652 CHF | 98.26% | 98.26% |
21.08.2024 | 0.81% | 1.57 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'494 CHF | 160'783 CHF | 99.99% | 99.99% |
20.08.2024 | 0.80% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'867 CHF | 162'156 CHF | 99.90% | 99.90% |
19.08.2024 | 0.70% | 1.66 CHF | 1.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 165'285 CHF | 166'443 CHF | 100.00% | 100.00% |
16.08.2024 | 0.71% | 1.66 CHF | 1.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 165'358 CHF | 166'543 CHF | 100.00% | 100.00% |