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 | 0.95% | 1.11 CHF | 1.12 CHF | 1'035'500 | 1'035'500 | 1'035'500 | 1'035'500 | 1'083'230 CHF | 1'093'590 CHF | 100.00% | 100.00% |
12.08.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 1'031'800 | 1'031'800 | 1'031'800 | 1'031'800 | 1'047'290 CHF | 1'057'600 CHF | 99.23% | 99.23% |
09.08.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 1'083'900 | 1'083'900 | 1'083'900 | 1'083'900 | 1'027'050 CHF | 1'037'890 CHF | 100.00% | 100.00% |
08.08.2024 | 1.32% | 0.87 CHF | 0.88 CHF | 1'350'600 | 1'350'600 | 1'350'090 | 1'350'090 | 1'024'000 CHF | 1'037'500 CHF | 99.92% | 99.92% |
07.08.2024 | 1.19% | 0.95 CHF | 0.96 CHF | 1'232'800 | 1'232'800 | 1'217'990 | 1'217'990 | 1'108'550 CHF | 1'120'830 CHF | 99.97% | 99.97% |
06.08.2024 | 1.27% | 0.83 CHF | 0.84 CHF | 1'369'700 | 1'369'700 | 1'369'700 | 1'369'700 | 1'071'170 CHF | 1'084'870 CHF | 99.93% | 99.93% |
02.08.2024 | 0.81% | 1.01 CHF | 1.02 CHF | 710'800 | 710'800 | 710'800 | 710'800 | 874'108 CHF | 881'216 CHF | 99.89% | 99.89% |
30.07.2024 | 0.61% | 1.51 CHF | 1.52 CHF | 663'600 | 663'600 | 663'600 | 663'600 | 1'093'320 CHF | 1'099'960 CHF | 99.99% | 99.99% |
29.07.2024 | 0.60% | 1.58 CHF | 1.59 CHF | 666'000 | 666'000 | 666'000 | 666'000 | 1'112'510 CHF | 1'119'170 CHF | 100.00% | 100.00% |
25.07.2024 | 0.67% | 1.60 CHF | 1.61 CHF | 701'900 | 701'900 | 701'900 | 701'900 | 1'049'950 CHF | 1'056'970 CHF | 99.92% | 99.92% |