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 | 3.40% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 984'209 | 984'209 | 298'177 CHF | 308'122 CHF | 100.00% | 100.00% |
12.08.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 997'428 | 997'428 | 297'370 CHF | 307'360 CHF | 99.23% | 99.23% |
09.08.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 336'021 CHF | 346'021 CHF | 100.00% | 100.00% |
08.08.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 975'807 | 975'807 | 387'058 CHF | 396'965 CHF | 98.48% | 98.48% |
07.08.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 996'139 | 996'139 | 342'994 CHF | 352'981 CHF | 99.98% | 99.98% |
06.08.2024 | 2.00% | 0.45 CHF | 0.46 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 496'727 CHF | 506'727 CHF | 98.30% | 98.30% |
02.08.2024 | 8.09% | 0.42 CHF | 0.47 CHF | 100'000 | 100'000 | 451'682 | 451'682 | 143'749 CHF | 152'180 CHF | 94.97% | 94.97% |
30.07.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 197'990 CHF | 207'990 CHF | 100.00% | 100.00% |
29.07.2024 | 5.10% | 0.21 CHF | 0.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 191'267 CHF | 201'267 CHF | 99.65% | 99.65% |
25.07.2024 | 3.90% | 0.23 CHF | 0.24 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 251'772 CHF | 261'772 CHF | 99.95% | 99.95% |