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 | 3.00% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 166,126 | 166,124 | 54,486 CHF | 56,147 CHF | 97.42% | 97.42% |
28/08/2024 | 3.01% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 163,475 | 163,475 | 53,537 CHF | 55,172 CHF | 100.00% | 100.00% |
27/08/2024 | 3.59% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 192,708 | 192,708 | 52,699 CHF | 54,627 CHF | 100.00% | 100.00% |
26/08/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 168,450 | 168,450 | 55,545 CHF | 57,229 CHF | 99.82% | 99.82% |
23/08/2024 | 3.01% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 167,631 | 167,632 | 54,861 CHF | 56,538 CHF | 100.00% | 100.00% |
22/08/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 154,408 | 154,410 | 53,277 CHF | 54,821 CHF | 99.69% | 99.69% |
21/08/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 161,069 | 161,068 | 54,063 CHF | 55,673 CHF | 100.00% | 100.00% |
20/08/2024 | 2.70% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 152,526 | 152,526 | 55,705 CHF | 57,231 CHF | 99.84% | 99.84% |
19/08/2024 | 3.20% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 177,721 | 177,721 | 54,804 CHF | 56,581 CHF | 98.11% | 98.11% |
16/08/2024 | 3.60% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 197,656 | 197,656 | 53,908 CHF | 55,884 CHF | 100.00% | 100.00% |