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 | 2.60% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 984'154 | 984'154 | 391'002 CHF | 400'946 CHF | 100.00% | 100.00% |
12.08.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 997'427 | 997'427 | 394'422 CHF | 404'412 CHF | 99.21% | 99.21% |
09.08.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 426'426 CHF | 436'426 CHF | 100.00% | 100.00% |
08.08.2024 | 2.53% | 0.43 CHF | 0.44 CHF | 1'000'000 | 1'000'000 | 975'796 | 975'796 | 431'004 CHF | 440'911 CHF | 98.50% | 98.50% |
07.08.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 1'000'000 | 1'000'000 | 996'140 | 996'140 | 415'464 CHF | 425'451 CHF | 100.00% | 100.00% |
06.08.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 504'262 CHF | 514'262 CHF | 84.62% | 84.62% |
02.08.2024 | 6.88% | 0.42 CHF | 0.47 CHF | 100'000 | 100'000 | 451'278 | 451'278 | 178'167 CHF | 186'585 CHF | 94.42% | 94.42% |
30.07.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 314'329 CHF | 324'329 CHF | 100.00% | 100.00% |
29.07.2024 | 3.13% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 314'764 CHF | 324'764 CHF | 99.65% | 99.65% |
25.07.2024 | 2.83% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 348'663 CHF | 358'663 CHF | 100.00% | 100.00% |