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 | 4.19% | 0.27 CHF | 0.28 CHF | 225,000 | 225,000 | 266,941 | 266,941 | 62,418 CHF | 65,087 CHF | 99.66% | 99.66% |
28/08/2024 | 3.50% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 229,941 | 229,941 | 64,851 CHF | 67,151 CHF | 100.00% | 100.00% |
27/08/2024 | 3.50% | 0.31 CHF | 0.32 CHF | 225,000 | 225,000 | 237,141 | 237,141 | 66,730 CHF | 69,101 CHF | 98.78% | 98.78% |
26/08/2024 | 2.78% | 0.30 CHF | 0.31 CHF | 250,000 | 250,000 | 206,662 | 206,661 | 73,503 CHF | 75,569 CHF | 99.55% | 99.55% |
23/08/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 200,000 | 200,000 | 209,775 | 209,775 | 76,254 CHF | 78,351 CHF | 100.00% | 100.00% |
22/08/2024 | 2.10% | 0.44 CHF | 0.45 CHF | 200,000 | 200,000 | 180,541 | 180,541 | 84,969 CHF | 86,775 CHF | 99.71% | 99.71% |
21/08/2024 | 2.38% | 0.45 CHF | 0.46 CHF | 175,000 | 175,000 | 198,063 | 198,063 | 82,263 CHF | 84,244 CHF | 99.55% | 99.55% |
20/08/2024 | 2.31% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 198,221 | 198,221 | 84,734 CHF | 86,716 CHF | 99.93% | 99.93% |
19/08/2024 | 3.13% | 0.33 CHF | 0.34 CHF | 225,000 | 225,000 | 232,731 | 232,731 | 73,294 CHF | 75,622 CHF | 99.23% | 99.23% |
16/08/2024 | 3.05% | 0.31 CHF | 0.32 CHF | 250,000 | 250,000 | 235,168 | 235,168 | 76,110 CHF | 78,461 CHF | 98.91% | 98.91% |