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 | 6.15% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 984'146 | 984'146 | 162'327 CHF | 172'272 CHF | 100.00% | 100.00% |
12.08.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 1'000'000 | 1'000'000 | 997'427 | 997'427 | 160'605 CHF | 170'595 CHF | 99.19% | 99.19% |
09.08.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 189'905 CHF | 199'905 CHF | 99.94% | 99.94% |
08.08.2024 | 4.90% | 0.21 CHF | 0.22 CHF | 1'000'000 | 1'000'000 | 975'803 | 975'803 | 221'436 CHF | 231'344 CHF | 98.44% | 98.44% |
07.08.2024 | 5.17% | 0.19 CHF | 0.20 CHF | 1'000'000 | 1'000'000 | 996'139 | 996'139 | 192'199 CHF | 202'186 CHF | 99.98% | 99.98% |
06.08.2024 | 3.33% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 295'767 CHF | 305'767 CHF | 98.37% | 98.37% |
02.08.2024 | 14.20% | 0.23 CHF | 0.28 CHF | 100'000 | 100'000 | 452'160 | 452'160 | 79'802 CHF | 88'239 CHF | 94.80% | 94.80% |
30.07.2024 | 8.68% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 110'230 CHF | 120'230 CHF | 100.00% | 100.00% |
29.07.2024 | 8.92% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 107'216 CHF | 117'216 CHF | 99.65% | 99.65% |
25.07.2024 | 6.78% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 142'761 CHF | 152'761 CHF | 99.97% | 99.97% |