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 | 13.69% | 0.13 CHF | 0.14 CHF | 25,000 | 25,000 | 24,858 | 24,858 | 2,974 CHF | 3,408 CHF | 99.16% | 99.16% |
28/08/2024 | 8.37% | 0.11 CHF | 0.12 CHF | 324,301 | 50,000 | 323,100 | 50,000 | 37,067 CHF | 6,236 CHF | 100.00% | 100.00% |
27/08/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 334,521 | 50,000 | 334,521 | 50,000 | 36,797 CHF | 6,000 CHF | 78.88% | 78.88% |
26/08/2024 | 8.24% | 0.11 CHF | 0.12 CHF | 326,234 | 50,000 | 323,030 | 50,000 | 37,660 CHF | 6,330 CHF | 100.00% | 100.00% |
23/08/2024 | 7.84% | 0.13 CHF | 0.14 CHF | 310,337 | 50,000 | 319,556 | 50,000 | 39,200 CHF | 6,637 CHF | 100.00% | 100.00% |
22/08/2024 | 7.41% | 0.12 CHF | 0.13 CHF | 311,296 | 50,000 | 296,044 | 49,955 | 38,478 CHF | 6,993 CHF | 98.29% | 98.29% |
21/08/2024 | 7.34% | 0.14 CHF | 0.15 CHF | 298,632 | 50,000 | 304,749 | 50,000 | 40,008 CHF | 7,066 CHF | 100.00% | 100.00% |
20/08/2024 | 7.03% | 0.13 CHF | 0.14 CHF | 299,488 | 50,000 | 298,934 | 50,000 | 41,098 CHF | 7,375 CHF | 98.86% | 98.86% |
19/08/2024 | 7.38% | 0.13 CHF | 0.14 CHF | 314,383 | 50,000 | 318,420 | 50,000 | 41,551 CHF | 7,027 CHF | 99.51% | 99.51% |
16/08/2024 | 6.51% | 0.15 CHF | 0.16 CHF | 299,828 | 50,000 | 294,298 | 50,000 | 43,835 CHF | 7,959 CHF | 100.00% | 100.00% |