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 | 10.39% | 0.09 CHF | 0.10 CHF | 750'000 | 375'000 | 755'382 | 440'500 | 68'934 CHF | 45'013 CHF | 100.00% | 100.00% |
28.08.2024 | 10.14% | 0.10 CHF | 0.11 CHF | 725'000 | 725'000 | 729'115 | 499'175 | 68'323 CHF | 52'545 CHF | 100.00% | 100.00% |
27.08.2024 | 8.06% | 0.11 CHF | 0.12 CHF | 625'000 | 625'000 | 625'555 | 625'539 | 74'504 CHF | 80'758 CHF | 98.77% | 98.77% |
26.08.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 575'000 | 575'000 | 571'406 | 571'403 | 74'479 CHF | 80'192 CHF | 99.54% | 99.54% |
23.08.2024 | 6.63% | 0.14 CHF | 0.15 CHF | 550'000 | 550'000 | 531'295 | 531'299 | 77'547 CHF | 82'863 CHF | 100.00% | 100.00% |
22.08.2024 | 6.47% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 512'202 | 512'204 | 76'622 CHF | 81'746 CHF | 99.69% | 99.69% |
21.08.2024 | 6.00% | 0.15 CHF | 0.16 CHF | 475'000 | 475'000 | 481'303 | 481'303 | 77'895 CHF | 82'708 CHF | 99.55% | 99.55% |
20.08.2024 | 6.24% | 0.17 CHF | 0.18 CHF | 475'000 | 475'000 | 495'077 | 495'077 | 76'972 CHF | 81'923 CHF | 99.90% | 99.90% |
19.08.2024 | 5.74% | 0.16 CHF | 0.17 CHF | 500'000 | 500'000 | 458'459 | 458'455 | 77'592 CHF | 82'176 CHF | 99.24% | 99.24% |
16.08.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 425'000 | 425'000 | 414'851 | 414'845 | 78'558 CHF | 82'706 CHF | 98.83% | 98.83% |