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 | 1.22% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 33'438 | 33'277 | 46'794 CHF | 47'087 CHF | 98.84% | 98.84% |
28.08.2024 | 0.77% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'895 CHF | 71'440 CHF | 99.30% | 99.30% |
27.08.2024 | 0.82% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'429 CHF | 68'990 CHF | 99.30% | 99.30% |
26.08.2024 | 0.78% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'515 CHF | 70'059 CHF | 98.46% | 98.46% |
23.08.2024 | 0.78% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'218 CHF | 71'779 CHF | 98.85% | 98.85% |
22.08.2024 | 0.76% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'637 CHF | 74'196 CHF | 96.87% | 96.87% |
21.08.2024 | 0.78% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'685 CHF | 71'240 CHF | 99.94% | 99.94% |
20.08.2024 | 0.73% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'314 CHF | 74'857 CHF | 99.97% | 99.97% |
19.08.2024 | 0.78% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'197 CHF | 69'735 CHF | 94.43% | 94.43% |
16.08.2024 | 0.80% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'637 CHF | 70'196 CHF | 98.60% | 98.60% |