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 | 0,90% | 1,17 CHF | 1,18 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 112 610 CHF | 1 122 610 CHF | 100,00% | 100,00% |
14/08/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 065 740 CHF | 1 075 740 CHF | 99,61% | 99,61% |
13/08/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 091 400 CHF | 1 101 400 CHF | 100,00% | 100,00% |
12/08/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 1 000 000 | 1 000 000 | 999 965 | 999 965 | 1 096 260 CHF | 1 106 260 CHF | 98,89% | 98,89% |
09/08/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 057 320 CHF | 1 067 320 CHF | 99,92% | 99,92% |
08/08/2024 | 0,97% | 1,07 CHF | 1,08 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 027 030 CHF | 1 037 030 CHF | 99,98% | 99,98% |
07/08/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 059 590 CHF | 1 069 590 CHF | 99,99% | 99,99% |
06/08/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 939 942 CHF | 949 942 CHF | 99,92% | 99,92% |
02/08/2024 | 0,87% | 1,05 CHF | 1,06 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 149 780 CHF | 1 159 780 CHF | 99,89% | 99,89% |
30/07/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 488 670 CHF | 1 498 670 CHF | 99,57% | 99,57% |