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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 1'903'100 | 1'903'100 | 1'902'600 | 1'902'600 | 4'157'210 CHF | 4'176'240 CHF | 99.78% | 99.78% |
22.05.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 1'908'500 | 1'908'500 | 1'908'500 | 1'908'500 | 4'308'250 CHF | 4'327'340 CHF | 100.00% | 100.00% |
21.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 1'889'400 | 1'889'400 | 1'888'370 | 1'888'370 | 4'299'720 CHF | 4'318'610 CHF | 99.78% | 99.78% |
17.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 1'835'000 | 1'835'000 | 1'835'000 | 1'835'000 | 4'243'960 CHF | 4'262'310 CHF | 100.00% | 100.00% |
16.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 1'854'000 | 1'854'000 | 1'852'940 | 1'852'940 | 4'207'020 CHF | 4'225'560 CHF | 100.00% | 100.00% |
15.05.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 1'717'500 | 1'717'500 | 1'713'120 | 1'713'120 | 4'139'110 CHF | 4'156'280 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 1'660'000 | 1'660'000 | 1'659'850 | 1'659'850 | 4'159'140 CHF | 4'175'740 CHF | 100.00% | 100.00% |
13.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 1'646'100 | 1'646'100 | 1'646'100 | 1'646'100 | 4'117'770 CHF | 4'134'230 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 1'624'700 | 1'624'700 | 1'624'700 | 1'624'700 | 4'079'830 CHF | 4'096'080 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 1'616'200 | 1'616'200 | 1'616'040 | 1'616'040 | 4'169'490 CHF | 4'185'660 CHF | 96.63% | 96.63% |