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 | 1.63% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'188 | 100'188 | 61'461 CHF | 62'463 CHF | 97.10% | 97.10% |
28.08.2024 | 1.64% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'500 CHF | 61'500 CHF | 99.45% | 99.45% |
27.08.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'808 CHF | 63'808 CHF | 98.29% | 98.29% |
26.08.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'761 CHF | 59'761 CHF | 99.29% | 99.29% |
23.08.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'181 CHF | 62'181 CHF | 99.40% | 99.40% |
22.08.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'860 CHF | 59'860 CHF | 99.18% | 99.18% |
21.08.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'391 CHF | 64'391 CHF | 99.48% | 99.48% |
20.08.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'384 CHF | 63'384 CHF | 99.18% | 99.18% |
19.08.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 86'958 | 86'958 | 57'349 CHF | 58'218 CHF | 96.64% | 96.64% |
16.08.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'736 CHF | 52'486 CHF | 98.55% | 98.55% |