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 | 0.53% | 2.01 CHF | 2.02 CHF | 1'000'000 | 1'000'000 | 984'160 | 984'160 | 1'944'450 CHF | 1'954'390 CHF | 100.00% | 100.00% |
12.08.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 1'000'000 | 1'000'000 | 997'426 | 997'426 | 1'983'320 CHF | 1'993'310 CHF | 99.18% | 99.18% |
09.08.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'005'170 CHF | 2'015'170 CHF | 99.97% | 99.97% |
08.08.2024 | 0.60% | 1.96 CHF | 1.97 CHF | 1'000'000 | 1'000'000 | 975'786 | 975'786 | 1'846'460 CHF | 1'856'370 CHF | 98.46% | 98.46% |
07.08.2024 | 0.56% | 1.93 CHF | 1.94 CHF | 1'000'000 | 1'000'000 | 996'134 | 996'134 | 1'836'360 CHF | 1'846'340 CHF | 99.98% | 99.98% |
06.08.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'710'660 CHF | 1'720'660 CHF | 85.21% | 85.21% |
02.08.2024 | 1.32% | 2.03 CHF | 2.08 CHF | 100'000 | 100'000 | 451'177 | 451'177 | 977'312 CHF | 985'720 CHF | 93.47% | 93.47% |
30.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 930'000 | 930'000 | 930'000 | 930'000 | 2'633'680 CHF | 2'642'980 CHF | 99.98% | 99.98% |
29.07.2024 | 0.35% | 2.74 CHF | 2.75 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 2'591'950 CHF | 2'600'950 CHF | 99.65% | 99.65% |
25.07.2024 | 0.38% | 2.76 CHF | 2.77 CHF | 910'000 | 910'000 | 910'000 | 910'000 | 2'388'290 CHF | 2'397'390 CHF | 99.96% | 99.96% |