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 | 11.44% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 610'487 | 312'443 | 50'341 CHF | 28'874 CHF | 93.40% | 93.40% |
28.08.2024 | 11.29% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 607'885 | 315'869 | 50'818 CHF | 29'602 CHF | 100.00% | 100.00% |
27.08.2024 | 10.14% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 546'027 | 377'929 | 51'103 CHF | 39'718 CHF | 98.77% | 98.77% |
26.08.2024 | 10.49% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 564'269 | 306'307 | 50'971 CHF | 30'802 CHF | 82.67% | 82.67% |
23.08.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 474'370 | 474'367 | 51'959 CHF | 56'702 CHF | 80.08% | 80.08% |
22.08.2024 | 9.23% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 489'255 | 489'255 | 50'595 CHF | 55'487 CHF | 99.72% | 99.72% |
21.08.2024 | 7.55% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 405'329 | 405'315 | 51'698 CHF | 55'749 CHF | 99.55% | 99.55% |
20.08.2024 | 7.89% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 419'713 | 419'701 | 51'107 CHF | 55'303 CHF | 99.90% | 99.90% |
19.08.2024 | 6.72% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 363'390 | 363'390 | 52'262 CHF | 55'896 CHF | 99.25% | 99.25% |
16.08.2024 | 5.76% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 306'839 | 306'839 | 51'800 CHF | 54'868 CHF | 98.91% | 98.91% |