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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 2'821'000 | 2'821'000 | 2'813'540 | 2'813'540 | 3'015'190 CHF | 3'043'400 CHF | 99.55% | 99.55% |
14.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 2'782'800 | 2'782'800 | 2'782'690 | 2'782'690 | 2'821'240 CHF | 2'849'070 CHF | 99.84% | 99.84% |
13.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 2'732'300 | 2'732'300 | 2'732'300 | 2'732'300 | 2'815'620 CHF | 2'842'950 CHF | 100.00% | 100.00% |
10.05.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 2'842'200 | 2'842'200 | 2'842'200 | 2'842'200 | 3'025'940 CHF | 3'054'360 CHF | 100.00% | 100.00% |
08.05.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 3'000'000 | 3'000'000 | 2'999'680 | 2'999'680 | 2'733'140 CHF | 2'763'140 CHF | 99.44% | 99.44% |
07.05.2024 | 1.20% | 0.89 CHF | 0.90 CHF | 3'000'000 | 3'000'000 | 2'998'300 | 2'998'300 | 2'482'750 CHF | 2'512'750 CHF | 100.00% | 100.00% |
06.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'257'320 CHF | 2'287'320 CHF | 99.73% | 99.73% |
03.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'093'780 CHF | 2'123'780 CHF | 99.46% | 99.46% |
02.05.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'043'350 CHF | 2'073'350 CHF | 99.57% | 99.57% |
30.04.2024 | 1.36% | 0.68 CHF | 0.69 CHF | 3'000'000 | 3'000'000 | 2'998'700 | 2'998'700 | 2'188'210 CHF | 2'218'210 CHF | 100.00% | 100.00% |