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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
28/08/2024 | 5.21% | 0.18 CHF | 0.19 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 112,233 CHF | 49,264 CHF | 20.64% | 61.38% |
27/08/2024 | 4.77% | 0.21 CHF | 0.22 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 122,799 CHF | 53,666 CHF | 92.42% | 92.42% |
26/08/2024 | 4.32% | 0.23 CHF | 0.24 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 135,920 CHF | 59,133 CHF | 85.42% | 85.42% |
23/08/2024 | 4.26% | 0.24 CHF | 0.25 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 137,949 CHF | 59,979 CHF | 92.14% | 92.14% |
22/08/2024 | 3.93% | 0.24 CHF | 0.25 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 149,653 CHF | 64,856 CHF | 88.18% | 88.18% |
21/08/2024 | 3.73% | 0.27 CHF | 0.28 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 158,108 CHF | 68,378 CHF | 96.60% | 96.60% |
20/08/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 148,455 CHF | 64,356 CHF | 94.08% | 94.08% |
19/08/2024 | 4.48% | 0.23 CHF | 0.24 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 130,924 CHF | 57,052 CHF | 94.66% | 94.66% |
16/08/2024 | 3.78% | 0.24 CHF | 0.25 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 156,058 CHF | 67,524 CHF | 91.13% | 91.13% |