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 | 2.98% | 0.35 CHF | 0.36 CHF | 200,000 | 200,000 | 221,593 | 221,593 | 73,316 CHF | 75,532 CHF | 93.39% | 93.39% |
28/08/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 225,000 | 225,000 | 231,286 | 231,285 | 69,306 CHF | 71,619 CHF | 100.00% | 100.00% |
27/08/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 247,312 | 247,312 | 72,618 CHF | 75,091 CHF | 98.77% | 98.77% |
26/08/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 250,000 | 250,000 | 240,913 | 240,915 | 74,253 CHF | 76,662 CHF | 82.66% | 82.66% |
23/08/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 73,101 CHF | 75,601 CHF | 80.08% | 80.08% |
22/08/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 250,000 | 250,000 | 246,193 | 246,192 | 75,596 CHF | 78,058 CHF | 99.69% | 99.69% |
21/08/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 275,000 | 275,000 | 258,445 | 258,445 | 73,047 CHF | 75,632 CHF | 99.54% | 99.54% |
20/08/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 74,382 CHF | 76,882 CHF | 99.90% | 99.90% |
19/08/2024 | 3.55% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 269,909 | 269,909 | 74,790 CHF | 77,489 CHF | 99.23% | 99.23% |
16/08/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 275,000 | 275,000 | 284,471 | 284,470 | 73,201 CHF | 76,045 CHF | 98.90% | 98.90% |