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 | 1,01% | 1,05 CHF | 1,06 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 990 009 CHF | 1 000 010 CHF | 99,98% | 99,98% |
14/08/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 943 172 CHF | 953 172 CHF | 99,61% | 99,61% |
13/08/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 968 664 CHF | 978 664 CHF | 100,00% | 100,00% |
12/08/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 1 000 000 | 1 000 000 | 999 965 | 999 965 | 973 278 CHF | 983 278 CHF | 98,89% | 98,89% |
09/08/2024 | 1,06% | 0,91 CHF | 0,92 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 935 582 CHF | 945 582 CHF | 99,99% | 99,99% |
08/08/2024 | 1,10% | 0,94 CHF | 0,95 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 904 565 CHF | 914 565 CHF | 99,98% | 99,98% |
07/08/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 937 004 CHF | 947 004 CHF | 99,99% | 99,99% |
06/08/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 816 640 CHF | 826 640 CHF | 99,92% | 99,92% |
02/08/2024 | 0,97% | 0,93 CHF | 0,94 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 027 310 CHF | 1 037 310 CHF | 99,94% | 99,94% |
30/07/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 368 930 CHF | 1 378 930 CHF | 99,52% | 99,52% |