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 | 2.49% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 997'404 | 997'404 | 395'655 CHF | 405'629 CHF | 100.00% | 100.00% |
12.08.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 391'687 CHF | 401'687 CHF | 100.00% | 100.00% |
09.08.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 393'012 CHF | 403'012 CHF | 100.00% | 100.00% |
08.08.2024 | 2.29% | 0.41 CHF | 0.42 CHF | 1'000'000 | 1'000'000 | 996'884 | 996'884 | 431'782 CHF | 441'751 CHF | 100.00% | 100.00% |
07.08.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 998'719 | 998'719 | 401'441 CHF | 411'428 CHF | 100.00% | 100.00% |
06.08.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 1'000'000 | 1'000'000 | 995'808 | 995'808 | 422'672 CHF | 432'630 CHF | 100.00% | 100.00% |
02.08.2024 | 2.64% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 997'039 | 997'039 | 372'857 CHF | 382'827 CHF | 99.84% | 99.84% |
30.07.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 1'000'000 | 1'000'000 | 999'601 | 999'601 | 348'044 CHF | 358'040 CHF | 100.00% | 100.00% |
29.07.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 342'374 CHF | 352'374 CHF | 100.00% | 100.00% |
25.07.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 996'457 | 996'457 | 381'392 CHF | 391'357 CHF | 99.79% | 99.79% |