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 | 1.04% | 0.98 CHF | 0.99 CHF | 1'449'600 | 1'449'600 | 1'449'590 | 1'449'590 | 1'384'060 CHF | 1'398'560 CHF | 99.27% | 99.27% |
12.08.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 1'385'300 | 1'385'300 | 1'385'300 | 1'385'300 | 1'366'880 CHF | 1'380'740 CHF | 99.19% | 99.19% |
09.08.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 1'407'600 | 1'407'600 | 1'407'600 | 1'407'600 | 1'359'760 CHF | 1'373'840 CHF | 99.65% | 99.65% |
08.08.2024 | 1.24% | 0.91 CHF | 0.92 CHF | 1'673'200 | 1'673'200 | 1'672'560 | 1'672'560 | 1'351'770 CHF | 1'368'500 CHF | 99.96% | 99.96% |
07.08.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 1'559'300 | 1'559'300 | 1'559'300 | 1'559'300 | 1'459'850 CHF | 1'475'440 CHF | 98.90% | 98.90% |
06.08.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 1'686'000 | 1'686'000 | 1'686'000 | 1'686'000 | 1'398'370 CHF | 1'415'230 CHF | 99.91% | 99.91% |
02.08.2024 | 0.80% | 1.02 CHF | 1.03 CHF | 979'200 | 979'200 | 979'200 | 979'200 | 1'223'900 CHF | 1'233'690 CHF | 99.91% | 99.91% |
30.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 912'400 | 912'400 | 912'400 | 912'400 | 1'455'270 CHF | 1'464'390 CHF | 100.00% | 100.00% |
29.07.2024 | 0.61% | 1.55 CHF | 1.56 CHF | 895'100 | 895'100 | 895'100 | 895'100 | 1'468'520 CHF | 1'477'470 CHF | 99.98% | 99.98% |
25.07.2024 | 0.75% | 1.41 CHF | 1.42 CHF | 1'073'900 | 1'073'900 | 1'073'900 | 1'073'900 | 1'423'510 CHF | 1'434'250 CHF | 99.93% | 99.93% |