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 | 1.53% | 0.69 CHF | 0.70 CHF | 288,100 | 288,100 | 130,075 | 130,075 | 86,977 CHF | 88,280 CHF | 100.00% | 100.00% |
28/08/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 283,000 | 283,000 | 126,601 | 126,601 | 84,987 CHF | 86,256 CHF | 100.00% | 100.00% |
27/08/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 271,100 | 271,100 | 120,930 | 120,930 | 85,618 CHF | 86,829 CHF | 99.89% | 99.89% |
26/08/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 287,800 | 287,800 | 129,294 | 129,294 | 89,093 CHF | 90,389 CHF | 99.79% | 99.79% |
23/08/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 303,400 | 303,400 | 135,856 | 135,856 | 87,552 CHF | 88,913 CHF | 99.85% | 99.85% |
22/08/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 314,300 | 314,300 | 140,585 | 140,585 | 86,401 CHF | 87,810 CHF | 99.89% | 99.89% |
21/08/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 304,100 | 304,100 | 134,692 | 134,692 | 85,798 CHF | 87,147 CHF | 99.99% | 99.99% |
20/08/2024 | 1.41% | 0.65 CHF | 0.66 CHF | 272,500 | 272,500 | 119,338 | 119,338 | 84,300 CHF | 85,495 CHF | 100.00% | 100.00% |
19/08/2024 | 1.38% | 0.77 CHF | 0.78 CHF | 260,100 | 260,100 | 118,076 | 118,076 | 87,666 CHF | 88,849 CHF | 99.66% | 99.66% |
16/08/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 259,800 | 259,800 | 115,862 | 115,862 | 84,321 CHF | 85,482 CHF | 100.00% | 100.00% |