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 | 6.12% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 727,077 | 242,359 | 115,062 CHF | 40,777 CHF | 99.36% | 99.36% |
28/08/2024 | 5.66% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 651,377 | 217,126 | 111,647 CHF | 39,387 CHF | 99.44% | 99.44% |
27/08/2024 | 4.95% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 118,319 CHF | 41,440 CHF | 99.39% | 99.39% |
26/08/2024 | 5.71% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 672,109 | 224,036 | 114,110 CHF | 40,277 CHF | 99.32% | 99.32% |
23/08/2024 | 6.93% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 104,680 CHF | 37,393 CHF | 99.36% | 99.36% |
22/08/2024 | 7.57% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 95,420 CHF | 34,307 CHF | 98.71% | 98.71% |
21/08/2024 | 6.81% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 106,438 CHF | 37,980 CHF | 99.24% | 99.24% |
20/08/2024 | 4.94% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 623,514 | 207,838 | 123,251 CHF | 43,162 CHF | 99.56% | 99.56% |
19/08/2024 | 4.73% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 124,294 CHF | 43,431 CHF | 99.37% | 99.37% |
16/08/2024 | 4.71% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 678,040 | 226,013 | 140,322 CHF | 49,034 CHF | 99.55% | 99.55% |