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 | 1.43% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 312,273 CHF | 105,591 CHF | 99.38% | 99.38% |
28/08/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 317,406 CHF | 107,302 CHF | 99.34% | 99.34% |
27/08/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 335,722 CHF | 113,407 CHF | 99.33% | 99.33% |
26/08/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 319,578 CHF | 108,026 CHF | 99.56% | 99.56% |
23/08/2024 | 1.50% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 596,009 | 198,670 | 395,480 CHF | 133,813 CHF | 99.32% | 99.32% |
22/08/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 287,792 CHF | 97,431 CHF | 99.48% | 99.48% |
21/08/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,908 CHF | 101,470 CHF | 99.25% | 99.25% |
20/08/2024 | 1.33% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 335,372 CHF | 113,291 CHF | 99.54% | 99.54% |
19/08/2024 | 1.31% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 342,515 CHF | 115,672 CHF | 99.24% | 99.24% |
16/08/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 342,999 CHF | 115,833 CHF | 99.56% | 99.56% |