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 | 11.44% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 610,487 | 312,443 | 50,341 CHF | 28,874 CHF | 93.40% | 93.40% |
28/08/2024 | 11.29% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 607,885 | 315,869 | 50,818 CHF | 29,602 CHF | 100.00% | 100.00% |
27/08/2024 | 10.14% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 546,027 | 377,929 | 51,103 CHF | 39,718 CHF | 98.77% | 98.77% |
26/08/2024 | 10.49% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 564,269 | 306,307 | 50,971 CHF | 30,802 CHF | 82.67% | 82.67% |
23/08/2024 | 8.74% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 474,370 | 474,367 | 51,959 CHF | 56,702 CHF | 80.08% | 80.08% |
22/08/2024 | 9.23% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 489,255 | 489,255 | 50,595 CHF | 55,487 CHF | 99.72% | 99.72% |
21/08/2024 | 7.55% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 405,329 | 405,315 | 51,698 CHF | 55,749 CHF | 99.55% | 99.55% |
20/08/2024 | 7.89% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 419,713 | 419,701 | 51,107 CHF | 55,303 CHF | 99.90% | 99.90% |
19/08/2024 | 6.72% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 363,390 | 363,390 | 52,262 CHF | 55,896 CHF | 99.25% | 99.25% |
16/08/2024 | 5.76% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 306,839 | 306,839 | 51,800 CHF | 54,868 CHF | 98.91% | 98.91% |