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 | 1.73% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 343,412 CHF | 116,471 CHF | 99.35% | 99.35% |
28/08/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 349,892 CHF | 118,631 CHF | 99.30% | 99.30% |
27/08/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 372,612 CHF | 126,204 CHF | 99.33% | 99.33% |
26/08/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 352,516 CHF | 119,505 CHF | 99.55% | 99.55% |
23/08/2024 | 1.82% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 326,751 CHF | 110,917 CHF | 99.35% | 99.35% |
22/08/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 316,249 CHF | 107,416 CHF | 99.47% | 99.47% |
21/08/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 330,550 CHF | 112,183 CHF | 99.24% | 99.24% |
20/08/2024 | 1.59% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 375,351 CHF | 127,117 CHF | 99.57% | 99.57% |
19/08/2024 | 1.56% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 580,900 | 193,633 | 368,318 CHF | 124,709 CHF | 99.24% | 99.24% |
16/08/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 382,881 CHF | 129,627 CHF | 99.60% | 99.60% |