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 | 5.03% | 0.20 CHF | 0.21 CHF | 250,000 | 50,000 | 260,603 | 49,969 | 50,691 CHF | 10,231 CHF | 99.18% | 99.18% |
28/08/2024 | 5.00% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 260,152 | 50,000 | 50,744 CHF | 10,270 CHF | 100.00% | 100.00% |
27/08/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 223,142 | 50,000 | 50,600 CHF | 11,843 CHF | 99.98% | 99.98% |
26/08/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 210,000 | 50,000 | 204,626 | 50,000 | 50,396 CHF | 12,821 CHF | 94.41% | 94.41% |
23/08/2024 | 6.95% | 0.20 CHF | 0.26 CHF | 10,000 | 10,000 | 215,129 | 46,048 | 45,649 CHF | 10,280 CHF | 98.05% | 98.05% |
22/08/2024 | 10.66% | 0.18 CHF | 0.25 CHF | 10,000 | 10,000 | 163,985 | 39,520 | 37,812 CHF | 9,584 CHF | 90.77% | 90.77% |
21/08/2024 | 4.08% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 209,506 | 50,000 | 50,267 CHF | 12,535 CHF | 96.03% | 96.03% |
20/08/2024 | 4.16% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 214,385 | 50,000 | 50,462 CHF | 12,281 CHF | 100.00% | 100.00% |
19/08/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 227,908 | 50,000 | 50,592 CHF | 11,605 CHF | 95.18% | 95.18% |
16/08/2024 | 4.60% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 222,763 | 49,588 | 50,094 CHF | 11,658 CHF | 99.99% | 99.99% |