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 | 0.23% | 4.50 CHF | 4.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 110,950 CHF | 111,200 CHF | 96.62% | 96.62% |
28/08/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 108,420 CHF | 108,670 CHF | 99.00% | 99.00% |
27/08/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 109,945 CHF | 110,195 CHF | 99.00% | 99.00% |
26/08/2024 | 0.22% | 4.43 CHF | 4.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,511 CHF | 112,761 CHF | 98.85% | 98.85% |
23/08/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 108,541 CHF | 108,791 CHF | 99.02% | 99.02% |
22/08/2024 | 0.23% | 4.16 CHF | 4.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 108,256 CHF | 108,506 CHF | 98.75% | 98.75% |
21/08/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 110,759 CHF | 111,009 CHF | 99.07% | 99.07% |
20/08/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 114,494 CHF | 114,744 CHF | 98.80% | 98.80% |
19/08/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 109,960 CHF | 110,210 CHF | 96.15% | 96.15% |
16/08/2024 | 0.24% | 4.35 CHF | 4.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 104,950 CHF | 105,200 CHF | 97.81% | 97.81% |