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 | 0.58% | 1.68 CHF | 1.69 CHF | 1'973'000 | 1'973'000 | 1'967'970 | 1'967'970 | 3'399'810 CHF | 3'419'540 CHF | 99.55% | 99.55% |
14.05.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 1'999'100 | 1'999'100 | 1'999'020 | 1'999'020 | 3'611'930 CHF | 3'631'920 CHF | 99.83% | 99.83% |
13.05.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 2'033'500 | 2'033'500 | 2'033'500 | 2'033'500 | 3'615'500 CHF | 3'635'840 CHF | 100.00% | 100.00% |
10.05.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 1'951'100 | 1'951'100 | 1'951'100 | 1'951'100 | 3'374'860 CHF | 3'394'370 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 1'718'200 | 1'718'200 | 1'718'000 | 1'718'000 | 3'394'130 CHF | 3'411'310 CHF | 99.44% | 99.44% |
07.05.2024 | 0.46% | 2.02 CHF | 2.03 CHF | 1'505'800 | 1'505'800 | 1'504'940 | 1'504'940 | 3'243'440 CHF | 3'258'500 CHF | 100.00% | 100.00% |
06.05.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 1'380'000 | 1'380'000 | 1'380'000 | 1'380'000 | 3'222'020 CHF | 3'235'820 CHF | 99.73% | 99.73% |
03.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 1'308'600 | 1'308'600 | 1'308'600 | 1'308'600 | 3'253'840 CHF | 3'266'920 CHF | 99.47% | 99.47% |
02.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 1'334'300 | 1'334'300 | 1'334'300 | 1'334'300 | 3'399'650 CHF | 3'412'990 CHF | 99.58% | 99.58% |
30.04.2024 | 0.41% | 2.56 CHF | 2.57 CHF | 1'460'000 | 1'460'000 | 1'459'560 | 1'459'560 | 3'557'590 CHF | 3'572'190 CHF | 99.99% | 99.99% |