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 | 4.61% | 0.21 CHF | 0.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 53,060 CHF | 22,224 CHF | 99.32% | 99.32% |
28/08/2024 | 4.11% | 0.22 CHF | 0.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 59,910 CHF | 24,964 CHF | 99.38% | 99.38% |
27/08/2024 | 3.39% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 73,172 CHF | 30,269 CHF | 98.98% | 98.98% |
26/08/2024 | 3.17% | 0.30 CHF | 0.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 77,649 CHF | 32,060 CHF | 99.38% | 99.38% |
23/08/2024 | 3.83% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 64,128 CHF | 26,651 CHF | 99.22% | 99.22% |
22/08/2024 | 4.27% | 0.22 CHF | 0.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 57,353 CHF | 23,941 CHF | 99.17% | 99.17% |
21/08/2024 | 4.05% | 0.24 CHF | 0.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 60,437 CHF | 25,175 CHF | 99.16% | 99.16% |
20/08/2024 | 4.12% | 0.25 CHF | 0.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 59,407 CHF | 24,763 CHF | 99.17% | 99.17% |
19/08/2024 | 4.10% | 0.23 CHF | 0.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 59,772 CHF | 24,909 CHF | 99.17% | 99.17% |
16/08/2024 | 4.08% | 0.23 CHF | 0.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 60,055 CHF | 25,022 CHF | 99.17% | 99.17% |