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 | 1,18% | 0,85 CHF | 0,86 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 843 807 CHF | 853 807 CHF | 99,72% | 99,72% |
14/08/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 815 439 CHF | 825 439 CHF | 98,44% | 98,44% |
13/08/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 895 066 CHF | 905 066 CHF | 99,88% | 99,88% |
12/08/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 1 000 000 | 1 000 000 | 999 888 | 999 888 | 906 403 CHF | 916 403 CHF | 98,51% | 98,51% |
09/08/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 906 994 CHF | 916 994 CHF | 99,88% | 99,88% |
08/08/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 902 383 CHF | 912 383 CHF | 100,00% | 100,00% |
07/08/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 903 281 CHF | 913 281 CHF | 100,00% | 100,00% |
06/08/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 897 890 CHF | 907 890 CHF | 99,99% | 99,99% |
02/08/2024 | 1,02% | 0,90 CHF | 0,91 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 976 806 CHF | 986 806 CHF | 99,09% | 99,09% |
30/07/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 021 150 CHF | 1 031 150 CHF | 100,00% | 100,00% |