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 | 1.63% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,188 | 100,188 | 61,461 CHF | 62,463 CHF | 97.10% | 97.10% |
28/08/2024 | 1.64% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,500 CHF | 61,500 CHF | 99.45% | 99.45% |
27/08/2024 | 1.58% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,808 CHF | 63,808 CHF | 98.29% | 98.29% |
26/08/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,761 CHF | 59,761 CHF | 99.29% | 99.29% |
23/08/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,181 CHF | 62,181 CHF | 99.40% | 99.40% |
22/08/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,860 CHF | 59,860 CHF | 99.18% | 99.18% |
21/08/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,391 CHF | 64,391 CHF | 99.48% | 99.48% |
20/08/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,384 CHF | 63,384 CHF | 99.18% | 99.18% |
19/08/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 86,958 | 86,958 | 57,349 CHF | 58,218 CHF | 96.64% | 96.64% |
16/08/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 51,736 CHF | 52,486 CHF | 98.55% | 98.55% |