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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.06.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 1'648'700 | 1'648'700 | 1'648'700 | 1'648'700 | 1'229'470 CHF | 1'245'960 CHF | 100.00% | 100.00% |
14.06.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 1'842'700 | 1'842'700 | 1'842'680 | 1'842'700 | 1'409'620 CHF | 1'428'070 CHF | 100.00% | 100.00% |
13.06.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 1'871'800 | 1'871'800 | 1'870'330 | 1'870'330 | 1'277'100 CHF | 1'295'820 CHF | 99.98% | 99.98% |
12.06.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 1'992'600 | 1'992'600 | 1'992'600 | 1'992'600 | 1'311'780 CHF | 1'331'710 CHF | 100.00% | 100.00% |
11.06.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 2'062'800 | 2'062'800 | 2'062'800 | 2'062'800 | 1'285'070 CHF | 1'305'700 CHF | 100.00% | 100.00% |
10.06.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 1'981'200 | 1'981'200 | 1'981'200 | 1'981'200 | 1'229'340 CHF | 1'249'160 CHF | 100.00% | 100.00% |
07.06.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 1'877'100 | 1'877'100 | 1'877'100 | 1'877'100 | 1'242'430 CHF | 1'261'200 CHF | 99.97% | 99.97% |
05.06.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 1'854'700 | 1'854'700 | 1'854'540 | 1'854'540 | 1'293'960 CHF | 1'312'510 CHF | 100.00% | 100.00% |
04.06.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 1'899'000 | 1'899'000 | 1'899'000 | 1'899'000 | 1'313'000 CHF | 1'331'990 CHF | 100.00% | 100.00% |
03.06.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 1'981'800 | 1'981'800 | 1'981'800 | 1'981'800 | 1'303'700 CHF | 1'323'520 CHF | 100.00% | 100.00% |