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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.69% | 1.38 CHF | 1.39 CHF | 1'916'100 | 1'916'100 | 1'915'100 | 1'915'100 | 2'750'210 CHF | 2'769'370 CHF | 100.00% | 100.00% |
22.05.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 1'865'700 | 1'865'700 | 1'865'700 | 1'865'700 | 2'757'320 CHF | 2'775'980 CHF | 100.00% | 100.00% |
21.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 1'879'600 | 1'879'600 | 1'874'700 | 1'874'700 | 2'755'520 CHF | 2'774'320 CHF | 99.62% | 99.62% |
17.05.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 1'859'900 | 1'859'900 | 1'859'900 | 1'859'900 | 2'759'360 CHF | 2'777'950 CHF | 100.00% | 100.00% |
16.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 1'859'500 | 1'859'500 | 1'857'060 | 1'857'060 | 2'756'020 CHF | 2'774'610 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 1'940'800 | 1'940'800 | 1'935'180 | 1'935'180 | 2'742'340 CHF | 2'761'750 CHF | 99.99% | 99.99% |
14.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 1'970'200 | 1'970'200 | 1'970'190 | 1'970'190 | 2'734'710 CHF | 2'754'420 CHF | 99.82% | 99.82% |
13.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 1'945'000 | 1'945'000 | 1'945'000 | 1'945'000 | 2'743'370 CHF | 2'762'820 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 1'974'600 | 1'974'600 | 1'974'600 | 1'974'600 | 2'763'210 CHF | 2'782'950 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 2'103'400 | 2'103'400 | 2'102'300 | 2'102'300 | 2'683'610 CHF | 2'704'640 CHF | 99.67% | 99.67% |