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 | 2,24% | 0,45 CHF | 0,46 CHF | 1 200 300 | 1 200 300 | 1 212 630 | 1 212 630 | 536 754 CHF | 548 885 CHF | 100,00% | 100,00% |
14/08/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 1 221 800 | 1 221 800 | 1 093 610 | 1 093 610 | 458 581 CHF | 469 517 CHF | 98,44% | 98,44% |
13/08/2024 | 1,97% | 0,48 CHF | 0,49 CHF | 1 010 900 | 1 010 900 | 1 005 450 | 1 005 450 | 506 729 CHF | 516 783 CHF | 100,00% | 100,00% |
12/08/2024 | 1,92% | 0,50 CHF | 0,51 CHF | 1 001 900 | 1 001 900 | 991 382 | 991 382 | 510 349 CHF | 520 263 CHF | 98,50% | 98,50% |
09/08/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 985 000 | 985 000 | 1 002 440 | 1 002 440 | 516 313 CHF | 526 338 CHF | 99,94% | 99,94% |
08/08/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 1 014 200 | 1 014 200 | 1 005 100 | 1 005 100 | 513 731 CHF | 523 784 CHF | 100,00% | 100,00% |
07/08/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 999 400 | 999 400 | 990 599 | 990 599 | 505 995 CHF | 515 901 CHF | 99,99% | 99,99% |
06/08/2024 | 1,95% | 0,50 CHF | 0,51 CHF | 984 800 | 984 800 | 1 035 300 | 1 035 300 | 526 546 CHF | 536 899 CHF | 99,92% | 99,92% |
02/08/2024 | 1,63% | 0,52 CHF | 0,53 CHF | 807 100 | 807 100 | 772 718 | 772 718 | 473 790 CHF | 481 518 CHF | 99,94% | 99,94% |
30/07/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 799 000 | 799 000 | 791 878 | 791 878 | 520 173 CHF | 528 092 CHF | 100,00% | 100,00% |