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 | 20.31% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 980'267 | 289'393 | 43'528 CHF | 16'048 CHF | 96.33% | 96.33% |
28.08.2024 | 12.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 641'587 | 326'287 | 50'266 CHF | 30'168 CHF | 90.04% | 90.04% |
27.08.2024 | 8.44% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 449'594 | 431'729 | 51'035 CHF | 53'835 CHF | 97.85% | 97.85% |
26.08.2024 | 6.10% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 324'175 | 324'175 | 51'491 CHF | 54'732 CHF | 98.78% | 98.78% |
23.08.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'321 CHF | 54'321 CHF | 99.06% | 99.06% |
22.08.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 274'836 | 274'836 | 51'985 CHF | 54'734 CHF | 98.74% | 98.74% |
21.08.2024 | 5.64% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 298'757 | 298'758 | 51'481 CHF | 54'469 CHF | 99.00% | 99.00% |
20.08.2024 | 5.23% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 281'358 | 281'358 | 52'399 CHF | 55'213 CHF | 98.89% | 98.89% |
19.08.2024 | 5.28% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 285'850 | 285'850 | 52'699 CHF | 55'558 CHF | 96.19% | 96.19% |
16.08.2024 | 4.74% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 252'354 | 252'354 | 52'065 CHF | 54'589 CHF | 98.25% | 98.25% |