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 | 1,11% | 0,89 CHF | 0,90 CHF | 1 073 700 | 1 073 700 | 1 068 210 | 1 068 210 | 959 026 CHF | 969 712 CHF | 100,00% | 100,00% |
14/08/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 1 065 300 | 1 065 300 | 1 113 060 | 1 113 060 | 1 016 220 CHF | 1 027 350 CHF | 98,43% | 98,43% |
13/08/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 1 144 000 | 1 144 000 | 1 146 400 | 1 146 400 | 972 790 CHF | 984 254 CHF | 100,00% | 100,00% |
12/08/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 1 148 100 | 1 148 100 | 1 152 630 | 1 152 630 | 971 394 CHF | 982 921 CHF | 98,60% | 98,60% |
09/08/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 1 156 000 | 1 156 000 | 1 147 010 | 1 147 010 | 960 919 CHF | 972 390 CHF | 99,93% | 99,93% |
08/08/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 1 141 200 | 1 141 200 | 1 145 060 | 1 145 060 | 955 791 CHF | 967 244 CHF | 100,00% | 100,00% |
07/08/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 1 148 100 | 1 148 100 | 1 152 290 | 1 152 290 | 962 900 CHF | 974 422 CHF | 99,97% | 99,97% |
06/08/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 1 155 200 | 1 155 200 | 1 129 590 | 1 129 590 | 933 832 CHF | 945 128 CHF | 99,96% | 99,96% |
02/08/2024 | 1,25% | 0,84 CHF | 0,85 CHF | 1 229 100 | 1 229 100 | 1 251 260 | 1 251 260 | 992 411 CHF | 1 004 920 CHF | 99,97% | 99,97% |
30/07/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 1 230 200 | 1 230 200 | 1 234 690 | 1 234 690 | 979 279 CHF | 991 626 CHF | 100,00% | 100,00% |