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 | 2.39% | 0.43 CHF | 0.44 CHF | 1'000'000 | 1'000'000 | 984'139 | 984'139 | 425'583 CHF | 435'528 CHF | 100.00% | 100.00% |
12.08.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 1'000'000 | 1'000'000 | 997'427 | 997'427 | 428'644 CHF | 438'635 CHF | 99.21% | 99.21% |
09.08.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 461'943 CHF | 471'943 CHF | 99.98% | 99.98% |
08.08.2024 | 2.34% | 0.46 CHF | 0.47 CHF | 1'000'000 | 1'000'000 | 975'806 | 975'806 | 467'471 CHF | 477'378 CHF | 98.52% | 98.52% |
07.08.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 1'000'000 | 1'000'000 | 996'131 | 996'131 | 450'519 CHF | 460'506 CHF | 100.00% | 100.00% |
06.08.2024 | 1.82% | 0.51 CHF | 0.52 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 545'306 CHF | 555'306 CHF | 84.55% | 84.55% |
02.08.2024 | 6.30% | 0.45 CHF | 0.50 CHF | 100'000 | 100'000 | 451'401 | 451'401 | 194'991 CHF | 203'410 CHF | 94.23% | 94.23% |
30.07.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 344'990 CHF | 354'990 CHF | 100.00% | 100.00% |
29.07.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 344'965 CHF | 354'965 CHF | 99.64% | 99.64% |
25.07.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 382'097 CHF | 392'097 CHF | 100.00% | 100.00% |