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 | 0.36% | 2.88 CHF | 2.89 CHF | 140'000 | 140'000 | 57'576 | 57'576 | 162'276 CHF | 162'853 CHF | 98.86% | 98.86% |
28.08.2024 | 0.30% | 2.98 CHF | 3.25 CHF | 140'000 | 140'000 | 47'273 | 47'273 | 158'699 CHF | 159'173 CHF | 87.24% | 96.78% |
27.08.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 140'000 | 140'000 | 87'389 | 87'389 | 292'484 CHF | 293'358 CHF | 18.27% | 99.89% |
26.08.2024 | 0.29% | 3.27 CHF | 3.28 CHF | 140'000 | 140'000 | 55'617 | 55'617 | 191'162 CHF | 191'720 CHF | 95.56% | 95.56% |
23.08.2024 | 0.32% | 3.42 CHF | 3.43 CHF | 140'000 | 140'000 | 95'197 | 95'197 | 319'913 CHF | 320'867 CHF | 34.03% | 99.03% |
22.08.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 140'000 | 140'000 | 56'271 | 56'271 | 196'773 CHF | 197'336 CHF | 99.88% | 99.88% |
21.08.2024 | - | 3.42 CHF | - CHF | 140'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.87% |
20.08.2024 | 0.29% | 3.32 CHF | 3.33 CHF | 140'000 | 140'000 | 61'087 | 61'087 | 212'892 CHF | 213'504 CHF | 99.91% | 99.91% |
19.08.2024 | 0.33% | 3.27 CHF | 3.28 CHF | 140'000 | 140'000 | 62'666 | 62'666 | 197'451 CHF | 198'079 CHF | 99.66% | 99.66% |
16.08.2024 | 0.32% | 3.07 CHF | 3.16 CHF | 140'000 | 140'000 | 47'807 | 47'807 | 148'554 CHF | 149'032 CHF | 38.62% | 99.97% |