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 | 6.55% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 354,973 | 354,973 | 52,405 CHF | 55,954 CHF | 96.92% | 96.92% |
28/08/2024 | 6.67% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 361,124 | 361,124 | 52,337 CHF | 55,948 CHF | 99.39% | 99.39% |
27/08/2024 | 6.70% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 362,593 | 362,593 | 52,321 CHF | 55,947 CHF | 98.23% | 98.23% |
26/08/2024 | 6.71% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 363,459 | 363,459 | 52,364 CHF | 55,998 CHF | 99.23% | 99.23% |
23/08/2024 | 5.82% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 307,800 | 307,800 | 51,331 CHF | 54,409 CHF | 99.39% | 99.39% |
22/08/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,000 CHF | 54,000 CHF | 99.15% | 99.15% |
21/08/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,084 CHF | 54,084 CHF | 99.38% | 99.38% |
20/08/2024 | 5.70% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,185 CHF | 54,185 CHF | 99.18% | 99.18% |
19/08/2024 | 5.46% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 299,706 | 299,706 | 53,385 CHF | 56,382 CHF | 96.53% | 96.53% |
16/08/2024 | 5.35% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 295,186 | 295,186 | 53,661 CHF | 56,613 CHF | 98.23% | 98.23% |