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 | 9.52% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 75,000 CHF | 27,500 CHF | 99.26% | 99.26% |
28/08/2024 | 8.92% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 80,476 CHF | 29,325 CHF | 98.70% | 98.70% |
27/08/2024 | 9.05% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 79,293 CHF | 28,931 CHF | 99.27% | 99.27% |
26/08/2024 | 8.75% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 82,120 CHF | 29,873 CHF | 99.27% | 99.27% |
23/08/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 97,699 CHF | 35,066 CHF | 99.27% | 99.27% |
22/08/2024 | 6.92% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 104,661 CHF | 37,387 CHF | 99.27% | 99.27% |
21/08/2024 | 7.13% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 101,606 CHF | 36,369 CHF | 99.14% | 99.14% |
20/08/2024 | 6.88% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 105,425 CHF | 37,642 CHF | 99.15% | 99.15% |
19/08/2024 | 6.70% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 108,234 CHF | 38,578 CHF | 99.21% | 99.21% |
16/08/2024 | 6.69% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 108,523 CHF | 38,675 CHF | 99.27% | 99.27% |