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 | 20.31% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 980,267 | 289,393 | 43,528 CHF | 16,048 CHF | 96.33% | 96.33% |
28/08/2024 | 12.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 641,587 | 326,287 | 50,266 CHF | 30,168 CHF | 90.04% | 90.04% |
27/08/2024 | 8.44% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 449,594 | 431,729 | 51,035 CHF | 53,835 CHF | 97.85% | 97.85% |
26/08/2024 | 6.10% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 324,175 | 324,175 | 51,491 CHF | 54,732 CHF | 98.78% | 98.78% |
23/08/2024 | 5.68% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,321 CHF | 54,321 CHF | 99.06% | 99.06% |
22/08/2024 | 5.15% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 274,836 | 274,836 | 51,985 CHF | 54,734 CHF | 98.74% | 98.74% |
21/08/2024 | 5.64% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 298,757 | 298,758 | 51,481 CHF | 54,469 CHF | 99.00% | 99.00% |
20/08/2024 | 5.23% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 281,358 | 281,358 | 52,399 CHF | 55,213 CHF | 98.89% | 98.89% |
19/08/2024 | 5.28% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 285,850 | 285,850 | 52,699 CHF | 55,558 CHF | 96.19% | 96.19% |
16/08/2024 | 4.74% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 252,354 | 252,354 | 52,065 CHF | 54,589 CHF | 98.25% | 98.25% |