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 | 0.84% | 1.20 CHF | 1.21 CHF | 2'215'900 | 2'215'900 | 2'215'900 | 2'215'900 | 2'618'370 CHF | 2'640'530 CHF | 99.27% | 99.27% |
12.08.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 2'171'300 | 2'171'300 | 2'171'300 | 2'171'300 | 2'611'200 CHF | 2'632'910 CHF | 99.23% | 99.23% |
09.08.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 2'188'200 | 2'188'200 | 2'188'200 | 2'188'200 | 2'597'040 CHF | 2'618'920 CHF | 99.67% | 99.67% |
08.08.2024 | 0.93% | 1.15 CHF | 1.16 CHF | 2'375'900 | 2'375'900 | 2'374'670 | 2'374'670 | 2'557'840 CHF | 2'581'600 CHF | 99.95% | 99.95% |
07.08.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 2'302'400 | 2'302'400 | 2'302'400 | 2'302'400 | 2'671'140 CHF | 2'694'160 CHF | 98.93% | 98.93% |
06.08.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 2'387'400 | 2'387'400 | 2'387'400 | 2'387'400 | 2'592'580 CHF | 2'616'460 CHF | 99.94% | 99.94% |
02.08.2024 | 0.76% | 1.19 CHF | 1.20 CHF | 1'902'100 | 1'902'100 | 1'902'100 | 1'902'100 | 2'500'120 CHF | 2'519'140 CHF | 99.97% | 99.97% |
30.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 1'847'600 | 1'847'600 | 1'847'600 | 1'847'600 | 2'754'710 CHF | 2'773'180 CHF | 100.00% | 100.00% |
29.07.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 1'831'700 | 1'831'700 | 1'831'700 | 1'831'700 | 2'767'400 CHF | 2'785'720 CHF | 100.00% | 100.00% |
25.07.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 1'996'200 | 1'996'200 | 1'996'200 | 1'996'200 | 2'691'690 CHF | 2'711'660 CHF | 99.99% | 99.99% |