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 | 1.83% | 0.55 CHF | 0.56 CHF | 1'000'000 | 1'000'000 | 984'126 | 984'126 | 555'852 CHF | 565'796 CHF | 100.00% | 100.00% |
12.08.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 1'000'000 | 1'000'000 | 997'427 | 997'427 | 559'298 CHF | 569'288 CHF | 99.22% | 99.22% |
09.08.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 597'931 CHF | 607'931 CHF | 100.00% | 100.00% |
08.08.2024 | 1.79% | 0.60 CHF | 0.61 CHF | 1'000'000 | 1'000'000 | 975'799 | 975'799 | 612'810 CHF | 622'717 CHF | 98.55% | 98.55% |
07.08.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 1'000'000 | 1'000'000 | 996'128 | 996'128 | 587'058 CHF | 597'045 CHF | 100.00% | 100.00% |
06.08.2024 | 1.40% | 0.67 CHF | 0.68 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 710'771 CHF | 720'771 CHF | 85.24% | 85.24% |
02.08.2024 | 4.61% | 0.63 CHF | 0.68 CHF | 100'000 | 100'000 | 451'382 | 451'382 | 266'959 CHF | 275'377 CHF | 94.29% | 94.29% |
30.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 483'978 CHF | 493'978 CHF | 99.99% | 99.99% |
29.07.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 481'253 CHF | 491'253 CHF | 99.65% | 99.65% |
25.07.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 530'866 CHF | 540'866 CHF | 100.00% | 100.00% |