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 | 10.39% | 0.09 CHF | 0.10 CHF | 750,000 | 375,000 | 755,382 | 440,500 | 68,934 CHF | 45,013 CHF | 100.00% | 100.00% |
28/08/2024 | 10.14% | 0.10 CHF | 0.11 CHF | 725,000 | 725,000 | 729,115 | 499,175 | 68,323 CHF | 52,545 CHF | 100.00% | 100.00% |
27/08/2024 | 8.06% | 0.11 CHF | 0.12 CHF | 625,000 | 625,000 | 625,555 | 625,539 | 74,504 CHF | 80,758 CHF | 98.77% | 98.77% |
26/08/2024 | 7.39% | 0.13 CHF | 0.14 CHF | 575,000 | 575,000 | 571,406 | 571,403 | 74,479 CHF | 80,192 CHF | 99.54% | 99.54% |
23/08/2024 | 6.63% | 0.14 CHF | 0.15 CHF | 550,000 | 550,000 | 531,295 | 531,299 | 77,547 CHF | 82,863 CHF | 100.00% | 100.00% |
22/08/2024 | 6.47% | 0.15 CHF | 0.16 CHF | 500,000 | 500,000 | 512,202 | 512,204 | 76,622 CHF | 81,746 CHF | 99.69% | 99.69% |
21/08/2024 | 6.00% | 0.15 CHF | 0.16 CHF | 475,000 | 475,000 | 481,303 | 481,303 | 77,895 CHF | 82,708 CHF | 99.55% | 99.55% |
20/08/2024 | 6.24% | 0.17 CHF | 0.18 CHF | 475,000 | 475,000 | 495,077 | 495,077 | 76,972 CHF | 81,923 CHF | 99.90% | 99.90% |
19/08/2024 | 5.74% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 458,459 | 458,455 | 77,592 CHF | 82,176 CHF | 99.24% | 99.24% |
16/08/2024 | 5.15% | 0.18 CHF | 0.19 CHF | 425,000 | 425,000 | 414,851 | 414,845 | 78,558 CHF | 82,706 CHF | 98.83% | 98.83% |