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 | 1.91% | 0.55 CHF | 0.56 CHF | 2'070'900 | 2'070'900 | 2'070'900 | 2'070'900 | 1'073'280 CHF | 1'093'990 CHF | 100.00% | 100.00% |
12.08.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 2'063'500 | 2'063'500 | 2'063'500 | 2'063'500 | 1'037'610 CHF | 1'058'240 CHF | 99.18% | 99.18% |
09.08.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 2'167'800 | 2'167'800 | 2'167'800 | 2'167'800 | 1'016'340 CHF | 1'038'020 CHF | 99.98% | 99.98% |
08.08.2024 | 2.66% | 0.43 CHF | 0.44 CHF | 2'701'200 | 2'701'200 | 2'700'200 | 2'700'200 | 1'010'060 CHF | 1'037'070 CHF | 99.97% | 99.97% |
07.08.2024 | 2.39% | 0.47 CHF | 0.48 CHF | 2'465'500 | 2'465'500 | 2'435'890 | 2'435'890 | 1'095'150 CHF | 1'119'710 CHF | 100.00% | 100.00% |
06.08.2024 | 2.56% | 0.41 CHF | 0.42 CHF | 2'739'300 | 2'739'300 | 2'739'300 | 2'739'300 | 1'057'250 CHF | 1'084'640 CHF | 99.94% | 99.94% |
02.08.2024 | 1.64% | 0.50 CHF | 0.51 CHF | 1'421'500 | 1'421'500 | 1'421'500 | 1'421'500 | 867'000 CHF | 881'215 CHF | 99.94% | 99.94% |
30.07.2024 | 1.21% | 0.75 CHF | 0.76 CHF | 1'327'100 | 1'327'100 | 1'327'100 | 1'327'100 | 1'086'250 CHF | 1'099'520 CHF | 99.99% | 99.99% |
29.07.2024 | 1.20% | 0.79 CHF | 0.80 CHF | 1'331'900 | 1'331'900 | 1'331'900 | 1'331'900 | 1'105'790 CHF | 1'119'110 CHF | 100.00% | 100.00% |
25.07.2024 | 1.34% | 0.80 CHF | 0.81 CHF | 1'403'700 | 1'403'700 | 1'403'700 | 1'403'700 | 1'043'180 CHF | 1'057'210 CHF | 99.97% | 99.97% |