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 | 2.13% | 0.48 CHF | 0.49 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'392'860 CHF | 1'422'860 CHF | 100.00% | 100.00% |
12.08.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'367'670 CHF | 1'397'670 CHF | 99.18% | 99.18% |
09.08.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'302'590 CHF | 1'332'590 CHF | 100.00% | 100.00% |
08.08.2024 | 2.67% | 0.41 CHF | 0.42 CHF | 3'000'000 | 3'000'000 | 2'998'830 | 2'998'830 | 1'111'120 CHF | 1'141'120 CHF | 99.99% | 99.99% |
07.08.2024 | 2.56% | 0.43 CHF | 0.44 CHF | 3'000'000 | 3'000'000 | 2'963'970 | 2'963'970 | 1'242'200 CHF | 1'272'080 CHF | 100.00% | 100.00% |
06.08.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'130'540 CHF | 1'160'540 CHF | 99.97% | 99.97% |
02.08.2024 | 1.99% | 0.44 CHF | 0.45 CHF | 2'675'200 | 2'675'200 | 2'675'200 | 2'675'200 | 1'334'560 CHF | 1'361'310 CHF | 99.97% | 99.97% |
30.07.2024 | 1.64% | 0.57 CHF | 0.58 CHF | 2'577'900 | 2'577'900 | 2'577'900 | 2'577'900 | 1'561'430 CHF | 1'587'210 CHF | 100.00% | 100.00% |
29.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 2'583'800 | 2'583'800 | 2'583'800 | 2'583'800 | 1'577'130 CHF | 1'602'970 CHF | 100.00% | 100.00% |
25.07.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 2'677'000 | 2'677'000 | 2'677'000 | 2'677'000 | 1'510'040 CHF | 1'536'810 CHF | 99.99% | 99.99% |