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% | 10.02 CHF | 10.05 CHF | 150'000 | 150'000 | 123'018 | 123'018 | 1'222'970 CHF | 1'227'010 CHF | 100.00% | 100.00% |
28.08.2024 | 0.72% | 10.13 CHF | 10.16 CHF | 150'000 | 150'000 | 123'016 | 123'016 | 1'252'220 CHF | 1'256'270 CHF | 100.00% | 100.00% |
27.08.2024 | 0.69% | 10.20 CHF | 10.23 CHF | 150'000 | 150'000 | 123'535 | 123'535 | 1'304'990 CHF | 1'309'040 CHF | 98.55% | 98.55% |
26.08.2024 | 0.71% | 10.32 CHF | 10.35 CHF | 150'000 | 150'000 | 123'052 | 123'052 | 1'269'160 CHF | 1'273'200 CHF | 100.00% | 100.00% |
23.08.2024 | 0.72% | 10.24 CHF | 10.27 CHF | 150'000 | 150'000 | 122'994 | 122'994 | 1'252'300 CHF | 1'256'340 CHF | 99.94% | 99.94% |
22.08.2024 | 0.73% | 10.10 CHF | 10.13 CHF | 150'000 | 150'000 | 123'015 | 123'015 | 1'224'390 CHF | 1'228'430 CHF | 99.99% | 99.99% |
21.08.2024 | 0.73% | 10.10 CHF | 10.13 CHF | 150'000 | 150'000 | 122'999 | 122'999 | 1'252'590 CHF | 1'256'630 CHF | 99.97% | 99.97% |
20.08.2024 | 0.77% | 9.85 CHF | 9.88 CHF | 150'000 | 150'000 | 122'984 | 122'984 | 1'187'380 CHF | 1'191'420 CHF | 100.00% | 100.00% |
19.08.2024 | 0.80% | 9.53 CHF | 9.56 CHF | 150'000 | 150'000 | 123'928 | 123'928 | 1'135'400 CHF | 1'139'460 CHF | 99.20% | 99.20% |
16.08.2024 | 0.89% | 8.49 CHF | 8.52 CHF | 150'000 | 150'000 | 123'000 | 123'000 | 1'047'150 CHF | 1'051'210 CHF | 100.00% | 100.00% |