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 | 5.42% | 0.00 CHF | 0.15 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 142'635 CHF | 150'340 CHF | 16.17% | 23.00% |
28.08.2024 | 5.09% | 0.23 CHF | 0.24 CHF | 750'000 | 750'000 | 749'709 | 749'707 | 152'975 CHF | 160'579 CHF | 94.57% | 100.00% |
27.08.2024 | 2.38% | 0.39 CHF | 0.40 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 314'166 CHF | 321'666 CHF | 100.00% | 100.00% |
26.08.2024 | 1.80% | 0.49 CHF | 0.50 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 414'874 CHF | 422'374 CHF | 99.98% | 99.98% |
23.08.2024 | 1.72% | 0.50 CHF | 0.51 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 435'609 CHF | 443'109 CHF | 99.91% | 99.91% |
22.08.2024 | 1.36% | 0.70 CHF | 0.71 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 547'974 CHF | 555'474 CHF | 99.43% | 99.43% |
21.08.2024 | 1.16% | 0.81 CHF | 0.82 CHF | 750'000 | 750'000 | 750'000 | 749'895 | 644'395 CHF | 651'802 CHF | 100.00% | 100.00% |
20.08.2024 | 1.14% | 0.99 CHF | 1.00 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 657'302 CHF | 664'802 CHF | 100.00% | 100.00% |
19.08.2024 | 1.02% | 0.85 CHF | 0.86 CHF | 750'000 | 750'000 | 748'027 | 748'041 | 735'476 CHF | 742'988 CHF | 100.00% | 100.00% |
16.08.2024 | 0.90% | 1.04 CHF | 1.05 CHF | 750'000 | 750'000 | 749'974 | 750'000 | 831'692 CHF | 839'219 CHF | 99.99% | 99.99% |