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 | 4.71% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 885,139 | 295,046 | 183,663 CHF | 64,172 CHF | 99.30% | 99.30% |
28/08/2024 | 4.58% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 870,468 | 290,156 | 185,426 CHF | 64,710 CHF | 99.53% | 99.53% |
27/08/2024 | 4.10% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 179,012 CHF | 62,171 CHF | 99.41% | 99.41% |
26/08/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 841,016 | 280,339 | 182,491 CHF | 63,634 CHF | 99.31% | 99.31% |
23/08/2024 | 5.04% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 174,150 CHF | 61,050 CHF | 99.34% | 99.34% |
22/08/2024 | 5.40% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 162,067 CHF | 57,022 CHF | 99.49% | 99.49% |
21/08/2024 | 4.98% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 176,293 CHF | 61,764 CHF | 99.34% | 99.34% |
20/08/2024 | 4.12% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 765,043 | 255,014 | 181,988 CHF | 63,213 CHF | 98.43% | 98.43% |
19/08/2024 | 3.95% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 186,521 CHF | 64,674 CHF | 99.33% | 99.33% |
16/08/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 190,948 CHF | 66,149 CHF | 99.60% | 99.60% |