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 | 1,29% | 0,78 CHF | 0,79 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 773 326 CHF | 783 326 CHF | 99,72% | 99,72% |
14/08/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 746 919 CHF | 756 919 CHF | 98,42% | 98,42% |
13/08/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 826 158 CHF | 836 158 CHF | 99,88% | 99,88% |
12/08/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 1 000 000 | 1 000 000 | 999 888 | 999 888 | 835 849 CHF | 845 849 CHF | 98,53% | 98,53% |
09/08/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 837 770 CHF | 847 770 CHF | 99,93% | 99,93% |
08/08/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 832 703 CHF | 842 703 CHF | 100,00% | 100,00% |
07/08/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 834 771 CHF | 844 771 CHF | 100,00% | 100,00% |
06/08/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 828 750 CHF | 838 750 CHF | 99,93% | 99,93% |
02/08/2024 | 1,10% | 0,84 CHF | 0,85 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 907 390 CHF | 917 390 CHF | 99,06% | 99,06% |
30/07/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 949 647 CHF | 959 647 CHF | 99,99% | 99,99% |