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 | 0.47% | 2.28 CHF | 2.29 CHF | 740'000 | 740'000 | 728'287 | 728'287 | 1'612'150 CHF | 1'619'500 CHF | 100.00% | 100.00% |
12.08.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 750'000 | 750'000 | 748'069 | 748'069 | 1'659'770 CHF | 1'667'270 CHF | 99.21% | 99.21% |
09.08.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 760'000 | 760'000 | 760'000 | 760'000 | 1'678'900 CHF | 1'686'500 CHF | 99.95% | 99.95% |
08.08.2024 | 0.56% | 2.13 CHF | 2.14 CHF | 760'000 | 760'000 | 741'583 | 741'583 | 1'498'040 CHF | 1'505'570 CHF | 98.42% | 98.42% |
07.08.2024 | 0.52% | 2.10 CHF | 2.11 CHF | 850'000 | 850'000 | 846'703 | 846'703 | 1'684'550 CHF | 1'693'040 CHF | 99.91% | 99.91% |
06.08.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 860'000 | 860'000 | 860'000 | 860'000 | 1'559'630 CHF | 1'568'230 CHF | 98.07% | 98.07% |
02.08.2024 | 1.18% | 2.23 CHF | 2.28 CHF | 67'000 | 67'000 | 303'188 | 303'188 | 731'798 CHF | 737'452 CHF | 94.77% | 94.77% |
30.07.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 640'000 | 640'000 | 640'000 | 640'000 | 2'116'250 CHF | 2'122'650 CHF | 100.00% | 100.00% |
29.07.2024 | 0.30% | 3.18 CHF | 3.19 CHF | 630'000 | 630'000 | 630'000 | 630'000 | 2'120'610 CHF | 2'126'910 CHF | 99.65% | 99.65% |
25.07.2024 | 0.33% | 3.19 CHF | 3.20 CHF | 630'000 | 630'000 | 630'000 | 630'000 | 1'891'460 CHF | 1'897'760 CHF | 99.92% | 99.92% |