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 | 1.89% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 106,321 | 106,321 | 55,996 CHF | 57,060 CHF | 96.75% | 96.75% |
28/08/2024 | 1.63% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,055 CHF | 62,055 CHF | 99.42% | 99.42% |
27/08/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,007 CHF | 59,007 CHF | 98.20% | 98.20% |
26/08/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,799 CHF | 65,799 CHF | 99.28% | 99.28% |
23/08/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 83,791 | 83,791 | 55,677 CHF | 56,515 CHF | 99.46% | 99.46% |
22/08/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,360 CHF | 53,110 CHF | 99.23% | 99.23% |
21/08/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 75,000 | 75,000 | 96,184 | 96,184 | 60,508 CHF | 61,470 CHF | 99.49% | 99.49% |
20/08/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,020 CHF | 66,020 CHF | 99.27% | 99.27% |
19/08/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 99,462 | 99,464 | 61,223 CHF | 62,219 CHF | 96.62% | 96.62% |
16/08/2024 | 1.64% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,383 CHF | 61,383 CHF | 98.56% | 98.56% |