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 | 3.49% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 211,200 CHF | 72,900 CHF | 99.33% | 99.33% |
28/08/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 216,690 CHF | 74,730 CHF | 99.44% | 99.44% |
27/08/2024 | 3.10% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 238,546 CHF | 82,015 CHF | 99.34% | 99.34% |
26/08/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 218,624 CHF | 75,375 CHF | 99.55% | 99.55% |
23/08/2024 | 3.74% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 196,890 CHF | 68,130 CHF | 99.31% | 99.31% |
22/08/2024 | 3.95% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 186,246 CHF | 64,582 CHF | 99.49% | 99.49% |
21/08/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 198,213 CHF | 68,571 CHF | 99.23% | 99.23% |
20/08/2024 | 3.13% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 721,159 | 240,386 | 226,961 CHF | 78,058 CHF | 99.56% | 99.56% |
19/08/2024 | 3.00% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 718,619 | 239,540 | 235,311 CHF | 80,833 CHF | 99.20% | 99.20% |
16/08/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 715,516 | 238,505 | 237,738 CHF | 81,631 CHF | 99.57% | 99.57% |