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 | 0,97% | 1,03 CHF | 1,04 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 024 440 CHF | 1 034 440 CHF | 99,72% | 99,72% |
14/08/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 996 127 CHF | 1 006 130 CHF | 98,44% | 98,44% |
13/08/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 076 640 CHF | 1 086 640 CHF | 99,88% | 99,88% |
12/08/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 1 000 000 | 1 000 000 | 999 886 | 999 886 | 1 087 830 CHF | 1 097 830 CHF | 98,56% | 98,56% |
09/08/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 087 820 CHF | 1 097 820 CHF | 99,84% | 99,84% |
08/08/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 081 270 CHF | 1 091 270 CHF | 100,00% | 100,00% |
07/08/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 083 220 CHF | 1 093 220 CHF | 100,00% | 100,00% |
06/08/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 075 470 CHF | 1 085 470 CHF | 100,00% | 100,00% |
02/08/2024 | 0,86% | 1,08 CHF | 1,09 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 158 880 CHF | 1 168 880 CHF | 99,07% | 99,07% |
30/07/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 204 640 CHF | 1 214 640 CHF | 100,00% | 100,00% |