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 | 2.10% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 120,028 | 120,028 | 56,818 CHF | 58,018 CHF | 96.73% | 96.73% |
28/08/2024 | 1.77% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,002 CHF | 57,002 CHF | 99.42% | 99.42% |
27/08/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,842 CHF | 53,842 CHF | 98.23% | 98.23% |
26/08/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,620 CHF | 60,620 CHF | 99.26% | 99.26% |
23/08/2024 | 1.61% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,528 CHF | 62,528 CHF | 99.39% | 99.39% |
22/08/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 98,686 | 98,687 | 63,757 CHF | 64,744 CHF | 99.18% | 99.18% |
21/08/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,401 CHF | 58,401 CHF | 99.45% | 99.45% |
20/08/2024 | 1.66% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,925 CHF | 60,925 CHF | 99.23% | 99.23% |
19/08/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,797 CHF | 56,797 CHF | 96.64% | 96.64% |
16/08/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,504 CHF | 55,504 CHF | 98.67% | 98.67% |