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 | 1.34% | 0.75 CHF | 0.76 CHF | 1'000'000 | 1'000'000 | 984'148 | 984'148 | 762'584 CHF | 772'529 CHF | 100.00% | 100.00% |
12.08.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 1'000'000 | 1'000'000 | 997'427 | 997'427 | 768'691 CHF | 778'681 CHF | 99.20% | 99.20% |
09.08.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 830'332 CHF | 840'332 CHF | 100.00% | 100.00% |
08.08.2024 | 1.28% | 0.84 CHF | 0.85 CHF | 1'000'000 | 1'000'000 | 975'812 | 975'812 | 854'729 CHF | 864'636 CHF | 98.50% | 98.50% |
07.08.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 1'000'000 | 1'000'000 | 996'140 | 996'140 | 821'634 CHF | 831'621 CHF | 100.00% | 100.00% |
06.08.2024 | 1.02% | 0.93 CHF | 0.94 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 974'314 CHF | 984'314 CHF | 85.22% | 85.22% |
02.08.2024 | 3.49% | 0.85 CHF | 0.90 CHF | 100'000 | 100'000 | 451'404 | 451'404 | 350'886 CHF | 359'306 CHF | 94.23% | 94.23% |
30.07.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 647'274 CHF | 657'274 CHF | 100.00% | 100.00% |
29.07.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 641'438 CHF | 651'438 CHF | 99.65% | 99.65% |
25.07.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 706'648 CHF | 716'648 CHF | 99.98% | 99.98% |