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 | 1.17% | 0.87 CHF | 0.88 CHF | 1'700'300 | 1'700'300 | 1'698'890 | 1'698'890 | 1'446'950 CHF | 1'463'950 CHF | 100.00% | 100.00% |
15.05.2024 | 1.29% | 0.82 CHF | 0.83 CHF | 1'863'400 | 1'863'400 | 1'858'540 | 1'858'540 | 1'441'930 CHF | 1'460'570 CHF | 100.00% | 100.00% |
14.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 1'925'600 | 1'925'600 | 1'925'590 | 1'925'590 | 1'430'130 CHF | 1'449'380 CHF | 99.81% | 99.81% |
13.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 1'871'400 | 1'871'400 | 1'871'400 | 1'871'400 | 1'438'480 CHF | 1'457'190 CHF | 100.00% | 100.00% |
10.05.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 1'934'000 | 1'934'000 | 1'934'000 | 1'934'000 | 1'462'710 CHF | 1'482'050 CHF | 100.00% | 100.00% |
08.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 2'214'400 | 2'214'400 | 2'214'200 | 2'214'200 | 1'393'950 CHF | 1'416'100 CHF | 99.67% | 99.67% |
07.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 2'230'400 | 2'230'400 | 2'229'950 | 2'229'950 | 1'415'760 CHF | 1'438'060 CHF | 99.50% | 99.50% |
06.05.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 2'330'300 | 2'330'300 | 2'330'300 | 2'330'300 | 1'425'100 CHF | 1'448'400 CHF | 100.00% | 100.00% |
03.05.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 2'624'400 | 2'624'400 | 2'624'400 | 2'624'400 | 1'508'960 CHF | 1'535'200 CHF | 99.99% | 99.99% |
02.05.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 2'863'100 | 2'863'100 | 2'863'100 | 2'863'100 | 1'424'030 CHF | 1'452'660 CHF | 99.56% | 99.56% |