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 | 4.28% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 171,502 CHF | 59,667 CHF | 99.33% | 99.33% |
28/08/2024 | 4.16% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 176,832 CHF | 61,444 CHF | 99.48% | 99.48% |
27/08/2024 | 3.78% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 194,948 CHF | 67,483 CHF | 99.40% | 99.40% |
26/08/2024 | 4.11% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 178,899 CHF | 62,133 CHF | 99.34% | 99.34% |
23/08/2024 | 4.62% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 884,654 | 294,885 | 187,017 CHF | 65,288 CHF | 99.33% | 99.33% |
22/08/2024 | 4.91% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 178,917 CHF | 62,639 CHF | 99.45% | 99.45% |
21/08/2024 | 4.62% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 799,702 | 266,567 | 168,963 CHF | 58,987 CHF | 99.23% | 99.23% |
20/08/2024 | 3.78% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 195,058 CHF | 67,519 CHF | 98.41% | 98.41% |
19/08/2024 | 3.66% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 201,723 CHF | 69,741 CHF | 99.31% | 99.31% |
16/08/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 204,463 CHF | 70,654 CHF | 99.62% | 99.62% |