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 | 9.99% | 0.18 CHF | 0.19 CHF | 25,000 | 25,000 | 24,858 | 24,858 | 4,221 CHF | 4,663 CHF | 99.16% | 99.16% |
28/08/2024 | 5.86% | 0.16 CHF | 0.17 CHF | 306,215 | 50,000 | 302,362 | 50,000 | 50,149 CHF | 8,795 CHF | 95.63% | 95.63% |
27/08/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 313,635 | 50,000 | 313,635 | 50,000 | 50,182 CHF | 8,500 CHF | 78.88% | 78.88% |
26/08/2024 | 5.80% | 0.17 CHF | 0.18 CHF | 309,302 | 50,000 | 301,717 | 50,000 | 50,535 CHF | 8,877 CHF | 91.98% | 91.98% |
23/08/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 51,000 CHF | 9,000 CHF | 19.06% | 19.06% |
22/08/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 280,000 | 50,000 | 278,980 | 49,955 | 50,367 CHF | 9,520 CHF | 98.29% | 98.29% |
21/08/2024 | 5.26% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 274,744 | 50,000 | 50,873 CHF | 9,763 CHF | 100.00% | 100.00% |
20/08/2024 | 5.05% | 0.18 CHF | 0.19 CHF | 280,000 | 50,000 | 263,430 | 50,000 | 50,812 CHF | 10,155 CHF | 98.86% | 98.86% |
19/08/2024 | 5.11% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 268,566 | 50,000 | 51,175 CHF | 10,031 CHF | 99.51% | 99.51% |
16/08/2024 | 4.79% | 0.20 CHF | 0.21 CHF | 250,000 | 50,000 | 247,537 | 50,000 | 50,440 CHF | 10,704 CHF | 100.00% | 100.00% |