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 | 0.58% | 1.75 CHF | 1.76 CHF | 850'200 | 850'200 | 849'509 | 849'509 | 1'453'820 CHF | 1'462'320 CHF | 99.99% | 99.99% |
15.05.2024 | 0.64% | 1.65 CHF | 1.66 CHF | 931'700 | 931'700 | 929'265 | 929'265 | 1'451'910 CHF | 1'461'230 CHF | 100.00% | 100.00% |
14.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 962'800 | 962'800 | 962'796 | 962'796 | 1'439'470 CHF | 1'449'090 CHF | 99.82% | 99.82% |
13.05.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 935'700 | 935'700 | 935'700 | 935'700 | 1'447'220 CHF | 1'456'580 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 967'000 | 967'000 | 967'000 | 967'000 | 1'473'210 CHF | 1'482'880 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 1'107'200 | 1'107'200 | 1'107'030 | 1'107'030 | 1'405'600 CHF | 1'416'670 CHF | 99.67% | 99.67% |
07.05.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 1'115'200 | 1'115'200 | 1'114'960 | 1'114'960 | 1'425'910 CHF | 1'437'070 CHF | 99.50% | 99.50% |
06.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 1'165'200 | 1'165'200 | 1'165'200 | 1'165'200 | 1'436'730 CHF | 1'448'380 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 1'312'200 | 1'312'200 | 1'312'200 | 1'312'200 | 1'521'700 CHF | 1'534'820 CHF | 99.99% | 99.99% |
02.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 1'431'600 | 1'431'600 | 1'431'600 | 1'431'600 | 1'439'230 CHF | 1'453'550 CHF | 99.57% | 99.57% |