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 | 0.31% | 3.15 CHF | 3.16 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 112,930 CHF | 113,280 CHF | 97.02% | 97.02% |
28/08/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 113,594 CHF | 113,944 CHF | 99.39% | 99.39% |
27/08/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 115,267 CHF | 115,617 CHF | 98.23% | 98.23% |
26/08/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 114,757 CHF | 115,107 CHF | 99.22% | 99.22% |
23/08/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 108,661 CHF | 109,011 CHF | 99.39% | 99.39% |
22/08/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 107,096 CHF | 107,446 CHF | 99.08% | 99.08% |
21/08/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 106,817 CHF | 107,167 CHF | 99.39% | 99.39% |
20/08/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 107,242 CHF | 107,592 CHF | 99.24% | 99.24% |
19/08/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 105,662 CHF | 106,012 CHF | 96.57% | 96.57% |
16/08/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 104,098 CHF | 104,448 CHF | 98.23% | 98.23% |