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 | 1.25% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 71,089 | 35,869 | 56,577 CHF | 29,551 CHF | 94.59% | 94.59% |
28/08/2024 | 1.23% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 71,042 | 35,276 | 57,307 CHF | 28,487 CHF | 98.63% | 98.63% |
27/08/2024 | 1.13% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 63,224 | 35,240 | 55,297 CHF | 30,659 CHF | 99.07% | 99.07% |
26/08/2024 | 1.02% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 56,847 | 35,724 | 55,369 CHF | 34,589 CHF | 94.35% | 94.35% |
23/08/2024 | 1.09% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 63,196 | 35,123 | 57,867 CHF | 33,069 CHF | 99.07% | 99.07% |
22/08/2024 | 0.93% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 55,476 | 35,409 | 58,991 CHF | 37,663 CHF | 97.06% | 97.06% |
21/08/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 55,405 | 35,260 | 57,281 CHF | 36,859 CHF | 95.74% | 95.74% |
20/08/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 55,330 | 35,133 | 60,099 CHF | 38,370 CHF | 99.65% | 99.65% |
19/08/2024 | 1.04% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 63,230 | 35,309 | 60,815 CHF | 34,803 CHF | 98.32% | 98.32% |
16/08/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 63,246 | 35,340 | 59,731 CHF | 34,081 CHF | 98.36% | 98.36% |