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 | 1.80% | 0.56 CHF | 0.57 CHF | 1'000'000 | 1'000'000 | 984'139 | 984'139 | 565'864 CHF | 575'809 CHF | 100.00% | 100.00% |
12.08.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 1'000'000 | 1'000'000 | 997'430 | 997'430 | 569'309 CHF | 579'300 CHF | 99.32% | 99.32% |
09.08.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 609'260 CHF | 619'260 CHF | 99.96% | 99.96% |
08.08.2024 | 1.75% | 0.61 CHF | 0.62 CHF | 1'000'000 | 1'000'000 | 975'805 | 975'805 | 627'573 CHF | 637'480 CHF | 98.53% | 98.53% |
07.08.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 1'000'000 | 1'000'000 | 996'131 | 996'131 | 597'368 CHF | 607'355 CHF | 100.00% | 100.00% |
06.08.2024 | 1.36% | 0.69 CHF | 0.70 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 730'323 CHF | 740'323 CHF | 85.27% | 85.27% |
02.08.2024 | 4.42% | 0.66 CHF | 0.71 CHF | 100'000 | 100'000 | 451'270 | 451'270 | 277'328 CHF | 285'745 CHF | 94.31% | 94.31% |
30.07.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 503'323 CHF | 513'323 CHF | 100.00% | 100.00% |
29.07.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 500'351 CHF | 510'351 CHF | 99.65% | 99.65% |
25.07.2024 | 1.79% | 0.53 CHF | 0.54 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 555'102 CHF | 565'102 CHF | 100.00% | 100.00% |