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 | 2.68% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 220,874 CHF | 75,625 CHF | 99.34% | 99.34% |
28/08/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 225,795 CHF | 77,265 CHF | 99.27% | 99.27% |
27/08/2024 | 2.42% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 244,740 CHF | 83,580 CHF | 99.33% | 99.33% |
26/08/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 228,164 CHF | 78,055 CHF | 99.31% | 99.31% |
23/08/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,908 CHF | 71,636 CHF | 98.91% | 98.91% |
22/08/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 196,537 CHF | 67,512 CHF | 99.47% | 99.47% |
21/08/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,804 CHF | 71,601 CHF | 99.28% | 99.28% |
20/08/2024 | 2.43% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 244,441 CHF | 83,480 CHF | 99.57% | 99.57% |
19/08/2024 | 2.36% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 251,923 CHF | 85,974 CHF | 99.30% | 99.30% |
16/08/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 254,580 CHF | 86,860 CHF | 99.60% | 99.60% |