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 | 1,57% | 0,64 CHF | 0,65 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 633 963 CHF | 643 963 CHF | 99,72% | 99,72% |
14/08/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 608 663 CHF | 618 663 CHF | 98,42% | 98,42% |
13/08/2024 | 1,44% | 0,67 CHF | 0,68 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 687 386 CHF | 697 386 CHF | 99,88% | 99,88% |
12/08/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 1 000 000 | 1 000 000 | 999 890 | 999 890 | 697 121 CHF | 707 121 CHF | 98,53% | 98,53% |
09/08/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 699 944 CHF | 709 944 CHF | 99,93% | 99,93% |
08/08/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 695 236 CHF | 705 236 CHF | 100,00% | 100,00% |
07/08/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 696 890 CHF | 706 890 CHF | 100,00% | 100,00% |
06/08/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 692 489 CHF | 702 489 CHF | 99,91% | 99,91% |
02/08/2024 | 1,30% | 0,70 CHF | 0,71 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 768 756 CHF | 778 756 CHF | 99,05% | 99,05% |
30/07/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 807 941 CHF | 817 941 CHF | 99,99% | 99,99% |