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 | 0,81% | 1,29 CHF | 1,30 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 228 140 CHF | 1 238 140 CHF | 99,99% | 99,99% |
14/08/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 181 020 CHF | 1 191 020 CHF | 99,59% | 99,59% |
13/08/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 207 110 CHF | 1 217 110 CHF | 99,99% | 99,99% |
12/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 999 965 | 999 965 | 1 211 790 CHF | 1 221 790 CHF | 98,89% | 98,89% |
09/08/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 174 780 CHF | 1 184 780 CHF | 100,00% | 100,00% |
08/08/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 143 130 CHF | 1 153 130 CHF | 99,96% | 99,96% |
07/08/2024 | 0,85% | 1,21 CHF | 1,22 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 174 820 CHF | 1 184 820 CHF | 100,00% | 100,00% |
06/08/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 055 980 CHF | 1 065 980 CHF | 99,92% | 99,92% |
02/08/2024 | 0,79% | 1,16 CHF | 1,17 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 264 870 CHF | 1 274 870 CHF | 99,95% | 99,95% |
30/07/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 601 370 CHF | 1 611 370 CHF | 99,53% | 99,53% |