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 | 0,86% | 1,17 CHF | 1,18 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 159 670 CHF | 1 169 670 CHF | 99,72% | 99,72% |
14/08/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 131 980 CHF | 1 141 980 CHF | 98,44% | 98,44% |
13/08/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 212 800 CHF | 1 222 800 CHF | 99,88% | 99,88% |
12/08/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 1 000 000 | 1 000 000 | 999 981 | 999 981 | 1 225 470 CHF | 1 235 470 CHF | 98,53% | 98,53% |
09/08/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 224 570 CHF | 1 234 570 CHF | 99,91% | 99,91% |
08/08/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 218 030 CHF | 1 228 030 CHF | 99,99% | 99,99% |
07/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 218 940 CHF | 1 228 940 CHF | 100,00% | 100,00% |
06/08/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 210 740 CHF | 1 220 740 CHF | 99,91% | 99,91% |
02/08/2024 | 0,77% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 295 850 CHF | 1 305 850 CHF | 99,02% | 99,02% |
30/07/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 345 770 CHF | 1 355 770 CHF | 100,00% | 100,00% |