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 | 1.12% | 0.87 CHF | 0.88 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 17,726 CHF | 17,924 CHF | 100.00% | 100.00% |
28/08/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 17,692 CHF | 17,890 CHF | 100.00% | 100.00% |
27/08/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 18,429 CHF | 18,627 CHF | 99.94% | 99.94% |
26/08/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 18,658 CHF | 18,856 CHF | 99.98% | 99.98% |
23/08/2024 | 1.11% | 0.93 CHF | 0.94 CHF | 20,000 | 20,000 | 19,807 | 19,807 | 17,936 CHF | 18,134 CHF | 96.98% | 96.98% |
22/08/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 18,127 CHF | 18,326 CHF | 99.70% | 99.70% |
21/08/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 18,142 CHF | 18,341 CHF | 99.28% | 99.28% |
20/08/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 18,420 CHF | 18,619 CHF | 100.00% | 100.00% |
19/08/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 19,292 CHF | 19,490 CHF | 100.00% | 100.00% |
16/08/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 19,315 CHF | 19,513 CHF | 99.97% | 99.97% |