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 | 2,74% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 115 979 | 100 000 | 51 472 CHF | 45 681 CHF | 98,27% | 98,27% |
28/08/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 123 941 | 100 000 | 51 508 CHF | 42 595 CHF | 98,99% | 98,99% |
27/08/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 130 791 | 100 000 | 51 669 CHF | 40 530 CHF | 99,08% | 99,08% |
26/08/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 128 698 | 100 000 | 52 871 CHF | 42 091 CHF | 99,44% | 99,44% |
23/08/2024 | 2,54% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 133 172 | 100 000 | 51 738 CHF | 39 876 CHF | 93,07% | 93,07% |
22/08/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 130 000 | 100 000 | 52 368 CHF | 41 283 CHF | 99,13% | 99,13% |
21/08/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 136 900 | 100 000 | 52 156 CHF | 39 118 CHF | 96,58% | 96,58% |
20/08/2024 | 2,46% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 129 788 | 100 000 | 52 219 CHF | 41 237 CHF | 97,54% | 97,54% |
19/08/2024 | 2,59% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 137 942 | 100 000 | 52 575 CHF | 39 138 CHF | 96,08% | 96,08% |
16/08/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 138 857 | 100 000 | 51 467 CHF | 38 082 CHF | 99,81% | 99,81% |