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 | 0.43% | 2.21 CHF | 2.22 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 80,341 CHF | 80,691 CHF | 97.01% | 97.01% |
28/08/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 80,971 CHF | 81,321 CHF | 99.39% | 99.39% |
27/08/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 82,462 CHF | 82,812 CHF | 98.23% | 98.23% |
26/08/2024 | 0.43% | 2.43 CHF | 2.44 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 81,902 CHF | 82,252 CHF | 99.25% | 99.25% |
23/08/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 75,761 CHF | 76,111 CHF | 99.38% | 99.38% |
22/08/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 74,196 CHF | 74,546 CHF | 99.17% | 99.17% |
21/08/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 73,851 CHF | 74,201 CHF | 99.39% | 99.39% |
20/08/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 74,189 CHF | 74,539 CHF | 99.23% | 99.23% |
19/08/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 72,539 CHF | 72,889 CHF | 96.55% | 96.55% |
16/08/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 71,036 CHF | 71,386 CHF | 98.25% | 98.25% |