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 | 1.76% | 0.57 CHF | 0.58 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 50'625 CHF | 51'525 CHF | 100.00% | 100.00% |
28.08.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 49'725 CHF | 50'625 CHF | 100.00% | 100.00% |
27.08.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 50'333 CHF | 51'233 CHF | 100.00% | 100.00% |
26.08.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 49'292 CHF | 50'192 CHF | 100.00% | 100.00% |
23.08.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 48'132 CHF | 49'032 CHF | 100.00% | 100.00% |
22.08.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 45'417 CHF | 46'317 CHF | 100.00% | 100.00% |
21.08.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'908 CHF | 50'908 CHF | 100.00% | 100.00% |
20.08.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'006 CHF | 50'006 CHF | 100.00% | 100.00% |
19.08.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'021 CHF | 49'021 CHF | 100.00% | 100.00% |
16.08.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'961 CHF | 49'961 CHF | 100.00% | 100.00% |