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 | 0.62% | 1.53 CHF | 1.54 CHF | 500'000 | 500'000 | 500'000 | 499'919 | 802'240 CHF | 807'108 CHF | 100.00% | 100.00% |
12.08.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 500'000 | 500'000 | 499'728 | 499'768 | 743'284 CHF | 748'343 CHF | 99.99% | 99.99% |
09.08.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 692'721 CHF | 697'721 CHF | 99.94% | 99.94% |
08.08.2024 | 0.77% | 1.36 CHF | 1.37 CHF | 500'000 | 500'000 | 500'000 | 499'752 | 644'287 CHF | 648'952 CHF | 99.94% | 99.94% |
07.08.2024 | 0.81% | 1.33 CHF | 1.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 615'833 CHF | 620'833 CHF | 99.97% | 99.97% |
06.08.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 500'000 | 500'000 | 500'000 | 499'999 | 561'752 CHF | 566'751 CHF | 99.89% | 99.89% |
02.08.2024 | 0.73% | 1.19 CHF | 1.20 CHF | 500'000 | 500'000 | 500'000 | 499'962 | 685'731 CHF | 690'685 CHF | 99.85% | 99.85% |
30.07.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 500'000 | 500'000 | 500'000 | 499'908 | 692'469 CHF | 697'338 CHF | 99.48% | 99.48% |
29.07.2024 | 0.66% | 1.41 CHF | 1.42 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 753'761 CHF | 758'761 CHF | 99.97% | 99.97% |
25.07.2024 | 0.67% | 1.54 CHF | 1.55 CHF | 500'000 | 500'000 | 500'000 | 499'983 | 741'585 CHF | 746'560 CHF | 99.95% | 99.95% |