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 | 0,92% | 1,09 CHF | 1,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 087 830 CHF | 548 916 CHF | 99,27% | 99,27% |
14/08/2024 | 0,94% | 1,17 CHF | 1,18 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 063 190 CHF | 536 593 CHF | 99,27% | 99,27% |
13/08/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 865 010 CHF | 437 505 CHF | 99,18% | 99,18% |
12/08/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 855 694 CHF | 432 847 CHF | 99,27% | 99,27% |
09/08/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 841 541 CHF | 425 770 CHF | 99,23% | 99,23% |
08/08/2024 | 1,28% | 0,81 CHF | 0,82 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 779 062 CHF | 394 531 CHF | 99,26% | 99,26% |
07/08/2024 | 1,24% | 0,84 CHF | 0,85 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 804 213 CHF | 407 106 CHF | 99,17% | 99,17% |
06/08/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 1 000 000 | 500 000 | 1 000 000 | 582 111 | 693 517 CHF | 408 714 CHF | 98,65% | 98,65% |
02/08/2024 | 1,17% | 0,75 CHF | 0,76 CHF | 1 000 000 | 500 000 | 999 971 | 500 000 | 850 321 CHF | 430 175 CHF | 97,94% | 97,94% |
31/07/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 164 840 CHF | 587 418 CHF | 37,91% | 37,91% |