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 | 0.70% | 1.44 CHF | 1.45 CHF | 937'200 | 937'200 | 915'509 | 915'509 | 1'305'760 CHF | 1'314'930 CHF | 100.00% | 100.00% |
15.05.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 913'400 | 913'400 | 897'567 | 897'567 | 1'315'890 CHF | 1'324'890 CHF | 99.84% | 99.84% |
14.05.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 898'200 | 898'200 | 880'054 | 880'054 | 1'341'330 CHF | 1'350'130 CHF | 99.88% | 99.88% |
13.05.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 877'700 | 877'700 | 926'768 | 926'768 | 1'413'890 CHF | 1'423'160 CHF | 99.45% | 99.45% |
10.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 933'100 | 933'100 | 852'327 | 852'327 | 1'247'180 CHF | 1'255'700 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 812'200 | 812'200 | 828'979 | 828'979 | 1'342'310 CHF | 1'350'600 CHF | 99.29% | 99.29% |
07.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 831'300 | 831'300 | 793'129 | 793'129 | 1'272'890 CHF | 1'280'830 CHF | 100.00% | 100.00% |
06.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 788'400 | 788'400 | 788'400 | 788'400 | 1'251'070 CHF | 1'258'960 CHF | 100.00% | 100.00% |
03.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 788'400 | 788'400 | 780'387 | 780'387 | 1'288'890 CHF | 1'296'690 CHF | 98.21% | 98.21% |
02.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 779'300 | 779'300 | 799'998 | 799'998 | 1'324'780 CHF | 1'332'780 CHF | 99.99% | 99.99% |