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 | 1.22% | 0.83 CHF | 0.84 CHF | 1'000'000 | 1'000'000 | 984'134 | 984'134 | 835'856 CHF | 845'800 CHF | 100.00% | 100.00% |
12.08.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 1'000'000 | 1'000'000 | 997'427 | 997'427 | 842'917 CHF | 852'907 CHF | 99.23% | 99.23% |
09.08.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 907'509 CHF | 917'509 CHF | 100.00% | 100.00% |
08.08.2024 | 1.17% | 0.92 CHF | 0.93 CHF | 1'000'000 | 1'000'000 | 975'818 | 975'818 | 937'367 CHF | 947'274 CHF | 98.53% | 98.53% |
07.08.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 996'131 | 996'131 | 900'895 CHF | 910'882 CHF | 100.00% | 100.00% |
06.08.2024 | 0.94% | 1.01 CHF | 1.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'063'670 CHF | 1'073'670 CHF | 85.23% | 85.23% |
02.08.2024 | 3.19% | 0.93 CHF | 0.98 CHF | 100'000 | 100'000 | 451'110 | 451'110 | 383'978 CHF | 392'395 CHF | 94.28% | 94.28% |
30.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 707'944 CHF | 717'944 CHF | 100.00% | 100.00% |
29.07.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 701'970 CHF | 711'970 CHF | 99.65% | 99.65% |
25.07.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 773'121 CHF | 783'121 CHF | 99.98% | 99.98% |