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 | 3.00% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 166'126 | 166'124 | 54'486 CHF | 56'147 CHF | 97.42% | 97.42% |
28.08.2024 | 3.01% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 163'475 | 163'475 | 53'537 CHF | 55'172 CHF | 100.00% | 100.00% |
27.08.2024 | 3.59% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 192'708 | 192'708 | 52'699 CHF | 54'627 CHF | 100.00% | 100.00% |
26.08.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 168'450 | 168'450 | 55'545 CHF | 57'229 CHF | 99.82% | 99.82% |
23.08.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 167'631 | 167'632 | 54'861 CHF | 56'538 CHF | 100.00% | 100.00% |
22.08.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 154'408 | 154'410 | 53'277 CHF | 54'821 CHF | 99.69% | 99.69% |
21.08.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 161'069 | 161'068 | 54'063 CHF | 55'673 CHF | 100.00% | 100.00% |
20.08.2024 | 2.70% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 152'526 | 152'526 | 55'705 CHF | 57'231 CHF | 99.84% | 99.84% |
19.08.2024 | 3.20% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 177'721 | 177'721 | 54'804 CHF | 56'581 CHF | 98.11% | 98.11% |
16.08.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 197'656 | 197'656 | 53'908 CHF | 55'884 CHF | 100.00% | 100.00% |