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 | 0.72% | 1.30 CHF | 1.31 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 48,531 CHF | 48,881 CHF | 97.00% | 97.00% |
28/08/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 49,115 CHF | 49,465 CHF | 99.39% | 99.39% |
27/08/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 50,406 CHF | 50,756 CHF | 98.23% | 98.23% |
26/08/2024 | 0.70% | 1.52 CHF | 1.53 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 49,794 CHF | 50,144 CHF | 99.25% | 99.25% |
23/08/2024 | 0.80% | 1.30 CHF | 1.31 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 43,632 CHF | 43,982 CHF | 99.39% | 99.39% |
22/08/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 42,063 CHF | 42,413 CHF | 99.15% | 99.15% |
21/08/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 41,650 CHF | 42,000 CHF | 99.39% | 99.39% |
20/08/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 41,907 CHF | 42,257 CHF | 99.24% | 99.24% |
19/08/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 40,215 CHF | 40,565 CHF | 96.59% | 96.59% |
16/08/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 38,743 CHF | 39,093 CHF | 98.24% | 98.24% |