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 | 0.44% | 2.41 CHF | 2.42 CHF | 1'000'000 | 1'000'000 | 984'208 | 984'208 | 2'331'850 CHF | 2'341'790 CHF | 100.00% | 100.00% |
12.08.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 1'000'000 | 1'000'000 | 997'427 | 997'427 | 2'376'000 CHF | 2'385'990 CHF | 99.22% | 99.22% |
09.08.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'394'210 CHF | 2'404'210 CHF | 99.95% | 99.95% |
08.08.2024 | 0.50% | 2.34 CHF | 2.35 CHF | 1'000'000 | 1'000'000 | 975'782 | 975'782 | 2'207'220 CHF | 2'217'120 CHF | 98.40% | 98.40% |
07.08.2024 | 0.46% | 2.31 CHF | 2.32 CHF | 1'000'000 | 1'000'000 | 996'131 | 996'131 | 2'206'620 CHF | 2'216'610 CHF | 100.00% | 100.00% |
06.08.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'055'630 CHF | 2'065'630 CHF | 85.11% | 85.11% |
02.08.2024 | 1.11% | 2.40 CHF | 2.45 CHF | 90'000 | 90'000 | 405'878 | 405'878 | 1'042'670 CHF | 1'050'240 CHF | 93.47% | 93.47% |
30.07.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 840'000 | 840'000 | 840'000 | 840'000 | 2'787'350 CHF | 2'795'750 CHF | 100.00% | 100.00% |
29.07.2024 | 0.30% | 3.22 CHF | 3.23 CHF | 820'000 | 820'000 | 820'000 | 820'000 | 2'762'330 CHF | 2'770'530 CHF | 99.64% | 99.64% |
25.07.2024 | 0.32% | 3.24 CHF | 3.25 CHF | 830'000 | 830'000 | 830'000 | 830'000 | 2'561'810 CHF | 2'570'110 CHF | 99.94% | 99.94% |