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 | 0,88% | 1,20 CHF | 1,21 CHF | 1 500 000 | 50 000 | 1 500 000 | 50 000 | 1 694 120 CHF | 56 971 CHF | 99,26% | 99,26% |
14/08/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 1 500 000 | 50 000 | 1 500 000 | 50 000 | 1 598 820 CHF | 53 794 CHF | 99,27% | 99,27% |
13/08/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 1 500 000 | 50 000 | 1 500 000 | 50 000 | 1 442 210 CHF | 48 574 CHF | 99,08% | 99,08% |
12/08/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 1 500 000 | 50 000 | 1 500 000 | 50 000 | 1 462 250 CHF | 49 242 CHF | 99,27% | 99,27% |
09/08/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 1 500 000 | 50 000 | 1 500 000 | 50 000 | 1 466 760 CHF | 49 392 CHF | 99,21% | 99,21% |
08/08/2024 | 1,09% | 0,96 CHF | 0,97 CHF | 1 500 000 | 50 000 | 1 500 000 | 50 000 | 1 372 740 CHF | 46 258 CHF | 99,26% | 99,26% |
07/08/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 1 500 000 | 50 000 | 1 500 000 | 50 000 | 1 512 920 CHF | 50 931 CHF | 99,21% | 99,21% |
06/08/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 1 500 000 | 50 000 | 1 500 000 | 50 000 | 1 325 690 CHF | 44 690 CHF | 98,78% | 98,78% |
02/08/2024 | 1,02% | 0,92 CHF | 0,93 CHF | 1 500 000 | 50 000 | 1 500 000 | 50 000 | 1 473 660 CHF | 49 622 CHF | 98,28% | 98,28% |
30/07/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 1 848 230 CHF | 124 215 CHF | 99,27% | 99,27% |