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 | 0,87% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 311 CHF | 57 811 CHF | 96,39% | 96,39% |
28/08/2024 | 1,28% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 71 203 | 71 203 | 55 828 CHF | 56 540 CHF | 89,49% | 89,49% |
27/08/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 96 085 | 96 085 | 61 800 CHF | 62 761 CHF | 97,85% | 97,85% |
26/08/2024 | 2,20% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 121 692 | 121 692 | 54 833 CHF | 56 050 CHF | 98,88% | 98,88% |
23/08/2024 | 2,14% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 806 CHF | 59 056 CHF | 99,00% | 99,00% |
22/08/2024 | 2,34% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 873 CHF | 54 123 CHF | 98,80% | 98,80% |
21/08/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 124 562 | 124 562 | 59 024 CHF | 60 270 CHF | 99,00% | 99,00% |
20/08/2024 | 2,25% | 0,48 CHF | 0,49 CHF | 100 000 | 100 000 | 123 289 | 123 289 | 54 153 CHF | 55 386 CHF | 98,88% | 98,88% |
19/08/2024 | 2,21% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 123 686 | 123 685 | 55 313 CHF | 56 550 CHF | 96,22% | 96,22% |
16/08/2024 | 2,34% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 884 CHF | 54 134 CHF | 98,15% | 98,15% |