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 | 1.22% | 0.72 CHF | 0.73 CHF | 1'529'200 | 1'529'200 | 1'528'180 | 1'528'180 | 1'255'750 CHF | 1'271'040 CHF | 100.00% | 100.00% |
15.05.2024 | 1.19% | 0.90 CHF | 0.91 CHF | 1'822'100 | 1'822'100 | 1'817'470 | 1'817'470 | 1'530'160 CHF | 1'548'380 CHF | 99.55% | 99.55% |
14.05.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 1'756'400 | 1'756'400 | 1'756'280 | 1'756'280 | 1'293'350 CHF | 1'310'910 CHF | 99.85% | 99.85% |
13.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 1'671'800 | 1'671'800 | 1'671'800 | 1'671'800 | 1'286'380 CHF | 1'303'100 CHF | 100.00% | 100.00% |
10.05.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 1'851'200 | 1'851'200 | 1'851'200 | 1'851'200 | 1'543'570 CHF | 1'562'090 CHF | 100.00% | 100.00% |
08.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 2'489'700 | 2'489'700 | 2'489'410 | 2'489'410 | 1'438'970 CHF | 1'463'870 CHF | 99.44% | 99.44% |
07.05.2024 | 2.14% | 0.54 CHF | 0.55 CHF | 3'000'000 | 3'000'000 | 2'998'480 | 2'998'480 | 1'392'940 CHF | 1'422'940 CHF | 100.00% | 100.00% |
06.05.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'112'060 CHF | 1'142'060 CHF | 99.74% | 99.74% |
03.05.2024 | 2.66% | 0.31 CHF | 0.32 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 2'999'950 | 932'072 CHF | 957'329 CHF | 99.49% | 99.49% |
02.05.2024 | 1.82% | 0.29 CHF | 0.30 CHF | 3'000'000 | 3'000'000 | 2'999'960 | 3'000'000 | 887'272 CHF | 903'644 CHF | 99.59% | 99.59% |