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 | 2.10% | 0.49 CHF | 0.50 CHF | 2'899'200 | 2'899'200 | 2'899'190 | 2'899'190 | 1'368'900 CHF | 1'397'890 CHF | 99.26% | 99.26% |
12.08.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 2'770'600 | 2'770'600 | 2'770'590 | 2'770'590 | 1'354'840 CHF | 1'382'550 CHF | 99.19% | 99.19% |
09.08.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 2'815'200 | 2'815'200 | 2'815'150 | 2'815'150 | 1'345'340 CHF | 1'373'490 CHF | 99.65% | 99.65% |
08.08.2024 | 2.49% | 0.45 CHF | 0.46 CHF | 3'000'000 | 3'000'000 | 2'998'900 | 2'998'900 | 1'195'650 CHF | 1'225'650 CHF | 99.99% | 99.99% |
07.08.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'389'880 CHF | 1'419'880 CHF | 98.87% | 98.87% |
06.08.2024 | 2.41% | 0.43 CHF | 0.44 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'229'650 CHF | 1'259'650 CHF | 99.95% | 99.95% |
02.08.2024 | 1.61% | 0.50 CHF | 0.51 CHF | 1'958'300 | 1'958'300 | 1'958'300 | 1'958'300 | 1'213'780 CHF | 1'233'360 CHF | 99.94% | 99.94% |
30.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 1'824'700 | 1'824'700 | 1'824'700 | 1'824'700 | 1'445'970 CHF | 1'464'210 CHF | 100.00% | 100.00% |
29.07.2024 | 1.22% | 0.77 CHF | 0.78 CHF | 1'790'200 | 1'790'200 | 1'790'200 | 1'790'200 | 1'459'350 CHF | 1'477'250 CHF | 100.00% | 100.00% |
25.07.2024 | 1.51% | 0.70 CHF | 0.71 CHF | 2'147'700 | 2'147'700 | 2'147'700 | 2'147'700 | 1'412'700 CHF | 1'434'180 CHF | 99.94% | 99.94% |