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 | 2.94% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 158,948 | 158,948 | 53,331 CHF | 54,921 CHF | 96.60% | 96.60% |
28/08/2024 | 2.45% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 130,022 | 130,022 | 52,367 CHF | 53,667 CHF | 99.40% | 99.40% |
27/08/2024 | 2.81% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 152,543 | 152,543 | 53,489 CHF | 55,015 CHF | 98.14% | 98.14% |
26/08/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 147,747 | 147,747 | 56,520 CHF | 57,997 CHF | 99.27% | 99.27% |
23/08/2024 | 2.53% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 143,396 | 143,396 | 55,859 CHF | 57,293 CHF | 99.45% | 99.45% |
22/08/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 126,539 | 126,539 | 51,546 CHF | 52,811 CHF | 99.18% | 99.18% |
21/08/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,237 CHF | 53,487 CHF | 99.48% | 99.48% |
20/08/2024 | 1.96% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 103,987 | 103,987 | 52,564 CHF | 53,604 CHF | 99.24% | 99.24% |
19/08/2024 | 1.93% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 105,174 | 105,174 | 53,841 CHF | 54,893 CHF | 96.60% | 96.60% |
16/08/2024 | 1.87% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,888 | 100,888 | 53,475 CHF | 54,484 CHF | 98.53% | 98.53% |