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 | 1,58% | 0,64 CHF | 0,65 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 629 793 CHF | 639 793 CHF | 99,71% | 99,71% |
14/08/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 604 549 CHF | 614 549 CHF | 98,44% | 98,44% |
13/08/2024 | 1,45% | 0,66 CHF | 0,67 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 683 365 CHF | 693 365 CHF | 99,88% | 99,88% |
12/08/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 1 000 000 | 1 000 000 | 999 982 | 999 982 | 694 919 CHF | 704 919 CHF | 98,64% | 98,64% |
09/08/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 695 989 CHF | 705 989 CHF | 99,93% | 99,93% |
08/08/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 691 552 CHF | 701 552 CHF | 100,00% | 100,00% |
07/08/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 999 993 | 693 295 CHF | 703 290 CHF | 100,00% | 100,00% |
06/08/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 999 864 | 688 739 CHF | 698 645 CHF | 99,94% | 99,94% |
02/08/2024 | 1,30% | 0,69 CHF | 0,70 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 765 634 CHF | 775 634 CHF | 99,09% | 99,09% |
30/07/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 803 090 CHF | 813 090 CHF | 100,00% | 100,00% |