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 | 0,96% | 1,15 CHF | 1,16 CHF | 1 000 000 | 814 290 | 997 707 | 808 196 | 1 033 260 CHF | 845 080 CHF | 100,00% | 100,00% |
14/08/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 1 000 000 | 809 900 | 997 179 | 816 036 | 963 889 CHF | 796 993 CHF | 100,00% | 100,00% |
13/08/2024 | 1,15% | 0,92 CHF | 0,93 CHF | 1 000 000 | 825 000 | 997 937 | 823 403 | 860 978 CHF | 718 632 CHF | 100,00% | 100,00% |
12/08/2024 | 1,21% | 0,85 CHF | 0,86 CHF | 1 000 000 | 825 000 | 1 000 000 | 825 000 | 822 864 CHF | 687 113 CHF | 100,00% | 100,00% |
09/08/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 1 000 000 | 825 000 | 1 000 000 | 826 473 | 779 691 CHF | 652 672 CHF | 100,00% | 100,00% |
08/08/2024 | 1,55% | 0,72 CHF | 0,73 CHF | 1 000 000 | 833 000 | 996 920 | 826 435 | 641 052 CHF | 539 620 CHF | 100,00% | 100,00% |
07/08/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 1 000 000 | 830 000 | 999 994 | 830 554 | 751 631 CHF | 632 591 CHF | 100,00% | 100,00% |
06/08/2024 | 1,48% | 0,70 CHF | 0,71 CHF | 1 000 000 | 830 000 | 998 911 | 846 052 | 669 531 CHF | 575 784 CHF | 100,00% | 100,00% |
02/08/2024 | 1,13% | 0,79 CHF | 0,80 CHF | 900 000 | 900 000 | 896 790 | 896 768 | 789 493 CHF | 798 442 CHF | 99,78% | 99,88% |
30/07/2024 | 0,82% | 1,10 CHF | 1,11 CHF | 800 000 | 800 000 | 800 000 | 800 000 | 971 627 CHF | 979 627 CHF | 100,00% | 100,00% |