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 | 0.41% | 2.49 CHF | 2.50 CHF | 517'700 | 517'700 | 517'402 | 517'402 | 1'254'980 CHF | 1'260'150 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 2.23 CHF | 2.24 CHF | 624'200 | 624'200 | 622'619 | 622'619 | 1'241'740 CHF | 1'247'980 CHF | 100.00% | 100.00% |
14.05.2024 | 0.56% | 1.85 CHF | 1.86 CHF | 682'500 | 682'500 | 682'433 | 682'433 | 1'210'720 CHF | 1'217'540 CHF | 99.98% | 99.98% |
13.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 697'400 | 697'400 | 697'400 | 697'400 | 1'238'440 CHF | 1'245'420 CHF | 100.00% | 100.00% |
10.05.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 722'700 | 722'700 | 722'700 | 722'700 | 1'267'920 CHF | 1'275'140 CHF | 99.99% | 99.99% |
08.05.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 732'400 | 732'400 | 732'325 | 732'325 | 1'175'650 CHF | 1'182'980 CHF | 96.63% | 96.63% |
07.05.2024 | 0.61% | 1.71 CHF | 1.72 CHF | 730'400 | 730'400 | 730'276 | 730'276 | 1'186'050 CHF | 1'193'350 CHF | 98.36% | 98.36% |
06.05.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 840'300 | 840'300 | 840'300 | 840'300 | 1'229'250 CHF | 1'237'660 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 1.32 CHF | 1.33 CHF | 1'068'200 | 1'068'200 | 1'068'200 | 1'068'200 | 1'329'850 CHF | 1'340'530 CHF | 99.97% | 99.97% |
02.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 1'256'500 | 1'256'500 | 1'256'500 | 1'256'500 | 1'284'660 CHF | 1'297'220 CHF | 99.63% | 99.63% |