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% | 2.39 CHF | 2.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,455 CHF | 58,705 CHF | 96.59% | 96.59% |
28/08/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,112 CHF | 56,362 CHF | 99.06% | 99.06% |
27/08/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,486 CHF | 57,736 CHF | 98.98% | 98.98% |
26/08/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,982 CHF | 60,232 CHF | 98.78% | 98.78% |
23/08/2024 | 0.45% | 2.35 CHF | 2.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,847 CHF | 56,097 CHF | 99.01% | 99.01% |
22/08/2024 | 0.45% | 2.05 CHF | 2.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,608 CHF | 55,858 CHF | 98.77% | 98.77% |
21/08/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,907 CHF | 58,157 CHF | 99.00% | 99.00% |
20/08/2024 | 0.41% | 2.35 CHF | 2.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,311 CHF | 61,561 CHF | 98.78% | 98.78% |
19/08/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,684 CHF | 56,934 CHF | 96.14% | 96.14% |
16/08/2024 | 0.49% | 2.21 CHF | 2.22 CHF | 25,000 | 25,000 | 33,998 | 33,998 | 69,223 CHF | 69,563 CHF | 97.81% | 97.81% |