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 | 2,94% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 158 948 | 158 948 | 53 331 CHF | 54 921 CHF | 96,60% | 96,60% |
28/08/2024 | 2,45% | 0,31 CHF | 0,32 CHF | 150 000 | 150 000 | 130 022 | 130 022 | 52 367 CHF | 53 667 CHF | 99,40% | 99,40% |
27/08/2024 | 2,81% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 152 543 | 152 543 | 53 489 CHF | 55 015 CHF | 98,14% | 98,14% |
26/08/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 147 747 | 147 747 | 56 520 CHF | 57 997 CHF | 99,27% | 99,27% |
23/08/2024 | 2,53% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 143 396 | 143 396 | 55 859 CHF | 57 293 CHF | 99,45% | 99,45% |
22/08/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 126 539 | 126 539 | 51 546 CHF | 52 811 CHF | 99,18% | 99,18% |
21/08/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 237 CHF | 53 487 CHF | 99,48% | 99,48% |
20/08/2024 | 1,96% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 103 987 | 103 987 | 52 564 CHF | 53 604 CHF | 99,24% | 99,24% |
19/08/2024 | 1,93% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 105 174 | 105 174 | 53 841 CHF | 54 893 CHF | 96,60% | 96,60% |
16/08/2024 | 1,87% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 888 | 100 888 | 53 475 CHF | 54 484 CHF | 98,53% | 98,53% |