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 | 0.87% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,311 CHF | 57,811 CHF | 96.39% | 96.39% |
28/08/2024 | 1.28% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 71,203 | 71,203 | 55,828 CHF | 56,540 CHF | 89.49% | 89.49% |
27/08/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 96,085 | 96,085 | 61,800 CHF | 62,761 CHF | 97.85% | 97.85% |
26/08/2024 | 2.20% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 121,692 | 121,692 | 54,833 CHF | 56,050 CHF | 98.88% | 98.88% |
23/08/2024 | 2.14% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,806 CHF | 59,056 CHF | 99.00% | 99.00% |
22/08/2024 | 2.34% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,873 CHF | 54,123 CHF | 98.80% | 98.80% |
21/08/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 124,562 | 124,562 | 59,024 CHF | 60,270 CHF | 99.00% | 99.00% |
20/08/2024 | 2.25% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 123,289 | 123,289 | 54,153 CHF | 55,386 CHF | 98.88% | 98.88% |
19/08/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 123,686 | 123,685 | 55,313 CHF | 56,550 CHF | 96.22% | 96.22% |
16/08/2024 | 2.34% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,884 CHF | 54,134 CHF | 98.15% | 98.15% |