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 | 6.07% | 0.25 CHF | 0.27 CHF | 25,000 | 25,000 | 24,858 | 24,858 | 6,544 CHF | 6,952 CHF | 99.16% | 99.16% |
28/08/2024 | 3.54% | 0.29 CHF | 0.30 CHF | 163,255 | 50,000 | 162,163 | 50,000 | 44,966 CHF | 14,364 CHF | 100.00% | 100.00% |
27/08/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 163,391 | 50,000 | 164,124 | 50,000 | 47,669 CHF | 15,022 CHF | 100.00% | 100.00% |
26/08/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 163,000 | 50,000 | 163,056 | 50,000 | 45,556 CHF | 14,468 CHF | 100.00% | 100.00% |
23/08/2024 | 3.67% | 0.26 CHF | 0.27 CHF | 161,195 | 50,000 | 162,770 | 50,000 | 43,575 CHF | 13,883 CHF | 100.00% | 100.00% |
22/08/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 161,840 | 50,000 | 161,139 | 49,955 | 40,997 CHF | 13,209 CHF | 98.29% | 98.29% |
21/08/2024 | 3.86% | 0.24 CHF | 0.25 CHF | 160,722 | 50,000 | 161,866 | 50,000 | 41,105 CHF | 13,196 CHF | 100.00% | 100.00% |
20/08/2024 | 4.03% | 0.26 CHF | 0.27 CHF | 162,900 | 50,000 | 161,991 | 50,000 | 39,400 CHF | 12,660 CHF | 100.00% | 100.00% |
19/08/2024 | 3.77% | 0.25 CHF | 0.26 CHF | 163,691 | 50,000 | 164,684 | 50,000 | 42,896 CHF | 13,523 CHF | 99.51% | 99.51% |
16/08/2024 | 4.14% | 0.25 CHF | 0.26 CHF | 163,831 | 50,000 | 162,740 | 50,000 | 38,632 CHF | 12,364 CHF | 100.00% | 100.00% |