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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 902 550 CHF | 2 912 550 CHF | 99,99% | 99,99% |
14/08/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 855 930 CHF | 2 865 930 CHF | 99,61% | 99,61% |
13/08/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 883 840 CHF | 2 893 840 CHF | 100,00% | 100,00% |
12/08/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 1 000 000 | 1 000 000 | 999 965 | 999 965 | 2 891 500 CHF | 2 901 500 CHF | 98,89% | 98,89% |
09/08/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 853 950 CHF | 2 863 950 CHF | 99,99% | 99,99% |
08/08/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 818 150 CHF | 2 828 150 CHF | 99,93% | 99,93% |
07/08/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 845 820 CHF | 2 855 820 CHF | 99,99% | 99,99% |
06/08/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 738 350 CHF | 2 748 350 CHF | 99,94% | 99,94% |
02/08/2024 | 0,34% | 2,84 CHF | 2,85 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 935 770 CHF | 2 945 770 CHF | 99,86% | 99,86% |
30/07/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 236 680 CHF | 3 246 680 CHF | 99,55% | 99,55% |