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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.08.2024 | 3.16% | 0.17 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 466'818 CHF | 481'818 CHF | 100.00% | 100.00% |
12.08.2024 | 3.25% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'999'990 | 2'999'990 | 454'494 CHF | 469'494 CHF | 99.23% | 99.23% |
09.08.2024 | 3.44% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 428'729 CHF | 443'729 CHF | 99.99% | 99.99% |
08.08.2024 | 4.19% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'998'920 | 2'998'920 | 352'496 CHF | 367'496 CHF | 100.00% | 100.00% |
07.08.2024 | 3.88% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'963'970 | 2'963'970 | 407'541 CHF | 422'481 CHF | 99.99% | 99.99% |
06.08.2024 | 4.09% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 359'752 CHF | 374'752 CHF | 99.99% | 99.99% |
02.08.2024 | 2.84% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 522'782 CHF | 537'782 CHF | 99.92% | 99.92% |
30.07.2024 | 2.22% | 0.21 CHF | 0.21 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 667'568 CHF | 682'568 CHF | 100.00% | 100.00% |
29.07.2024 | 2.20% | 0.22 CHF | 0.22 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 673'586 CHF | 688'586 CHF | 100.00% | 100.00% |
25.07.2024 | 2.42% | 0.22 CHF | 0.22 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 611'898 CHF | 626'898 CHF | 99.99% | 99.99% |