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 | 1.37% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 94,641 | 94,638 | 68,390 CHF | 69,335 CHF | 93.40% | 93.40% |
28/08/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,591 CHF | 67,591 CHF | 100.00% | 100.00% |
27/08/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,284 CHF | 63,284 CHF | 98.77% | 98.77% |
26/08/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,805 CHF | 67,805 CHF | 82.67% | 82.67% |
23/08/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,908 CHF | 61,908 CHF | 80.08% | 80.08% |
22/08/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,850 CHF | 65,851 CHF | 99.71% | 99.71% |
21/08/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,543 CHF | 58,543 CHF | 99.55% | 99.55% |
20/08/2024 | 1.58% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,895 CHF | 63,895 CHF | 99.90% | 99.90% |
19/08/2024 | 1.73% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,517 CHF | 58,517 CHF | 99.25% | 99.25% |
16/08/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 106,581 | 106,582 | 56,326 CHF | 57,392 CHF | 98.90% | 98.90% |