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 | 1,25% | 0,89 CHF | 0,90 CHF | 2 786 700 | 2 786 700 | 2 785 200 | 2 785 200 | 2 219 130 CHF | 2 247 000 CHF | 99,99% | 99,99% |
14/08/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 2 800 200 | 2 800 200 | 2 800 200 | 2 800 200 | 2 079 130 CHF | 2 107 130 CHF | 98,73% | 98,73% |
13/08/2024 | 1,50% | 0,71 CHF | 0,72 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 1 984 430 CHF | 2 014 430 CHF | 100,00% | 100,00% |
12/08/2024 | 1,57% | 0,65 CHF | 0,66 CHF | 3 000 000 | 3 000 000 | 2 999 990 | 2 999 990 | 1 890 270 CHF | 1 920 270 CHF | 99,23% | 99,23% |
09/08/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 1 788 090 CHF | 1 818 090 CHF | 99,97% | 99,97% |
08/08/2024 | 2,03% | 0,55 CHF | 0,56 CHF | 3 000 000 | 3 000 000 | 2 998 930 | 2 998 940 | 1 467 620 CHF | 1 497 620 CHF | 99,92% | 99,92% |
07/08/2024 | 1,73% | 0,60 CHF | 0,61 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 1 724 770 CHF | 1 754 770 CHF | 100,00% | 100,00% |
06/08/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 1 530 350 CHF | 1 560 350 CHF | 99,91% | 99,91% |
02/08/2024 | 1,49% | 0,60 CHF | 0,61 CHF | 2 628 400 | 2 628 400 | 2 628 400 | 2 628 400 | 1 755 810 CHF | 1 782 090 CHF | 99,87% | 99,87% |
30/07/2024 | 1,07% | 0,84 CHF | 0,85 CHF | 2 349 000 | 2 349 000 | 2 349 000 | 2 348 970 | 2 178 900 CHF | 2 202 360 CHF | 100,00% | 100,00% |