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 | 0.21% | 4.80 CHF | 4.81 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 164,524 CHF | 164,874 CHF | 97.01% | 97.01% |
28/08/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 164,256 CHF | 164,606 CHF | 99.39% | 99.39% |
27/08/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 164,200 CHF | 164,550 CHF | 98.23% | 98.23% |
26/08/2024 | 0.21% | 4.62 CHF | 4.63 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 165,283 CHF | 165,633 CHF | 99.24% | 99.24% |
23/08/2024 | 0.20% | 4.87 CHF | 4.88 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 172,280 CHF | 172,630 CHF | 99.39% | 99.39% |
22/08/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 174,171 CHF | 174,521 CHF | 99.16% | 99.16% |
21/08/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 175,103 CHF | 175,453 CHF | 99.39% | 99.39% |
20/08/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 175,467 CHF | 175,817 CHF | 99.24% | 99.24% |
19/08/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 177,752 CHF | 178,102 CHF | 96.53% | 96.53% |
16/08/2024 | 0.19% | 5.14 CHF | 5.15 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 179,347 CHF | 179,697 CHF | 98.25% | 98.25% |