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% |