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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 1'105'900 | 1'105'900 | 1'104'900 | 1'104'900 | 775'667 CHF | 786'726 CHF | 100.00% | 100.00% |
15.05.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 1'201'700 | 1'201'700 | 1'198'550 | 1'198'550 | 767'752 CHF | 779'769 CHF | 99.89% | 99.89% |
14.05.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 1'216'500 | 1'216'500 | 1'216'500 | 1'216'500 | 721'173 CHF | 733'338 CHF | 99.29% | 99.29% |
13.05.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 1'239'800 | 1'239'800 | 1'239'800 | 1'239'800 | 736'277 CHF | 748'675 CHF | 100.00% | 100.00% |
10.05.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 1'386'000 | 1'386'000 | 1'386'000 | 1'386'000 | 800'777 CHF | 814'637 CHF | 100.00% | 100.00% |
08.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 1'481'200 | 1'481'200 | 1'481'200 | 1'481'200 | 754'574 CHF | 769'386 CHF | 99.77% | 99.77% |
07.05.2024 | 2.14% | 0.49 CHF | 0.50 CHF | 1'695'000 | 1'695'000 | 1'694'670 | 1'694'670 | 785'401 CHF | 802'351 CHF | 96.09% | 96.09% |
06.05.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 1'766'100 | 1'766'100 | 1'766'100 | 1'766'100 | 738'982 CHF | 756'643 CHF | 100.00% | 100.00% |
03.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 1'854'500 | 1'854'500 | 1'854'500 | 1'854'500 | 724'301 CHF | 742'846 CHF | 99.91% | 99.91% |
02.05.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 1'776'200 | 1'776'200 | 1'776'200 | 1'776'200 | 683'953 CHF | 701'715 CHF | 99.57% | 99.57% |