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 | 2.15% | 0.40 CHF | 0.41 CHF | 2'531'200 | 2'531'200 | 2'524'670 | 2'524'670 | 1'169'040 CHF | 1'194'360 CHF | 100.00% | 100.00% |
14.05.2024 | 1.87% | 0.50 CHF | 0.51 CHF | 2'259'800 | 2'259'800 | 2'259'590 | 2'259'590 | 1'196'410 CHF | 1'219'010 CHF | 99.98% | 99.98% |
13.05.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 2'199'700 | 2'199'700 | 2'199'700 | 2'199'700 | 1'160'710 CHF | 1'182'710 CHF | 100.00% | 100.00% |
10.05.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 2'107'300 | 2'107'300 | 2'107'300 | 2'107'300 | 1'127'790 CHF | 1'148'860 CHF | 100.00% | 100.00% |
08.05.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 2'071'900 | 2'071'900 | 2'071'690 | 2'071'690 | 1'221'470 CHF | 1'242'190 CHF | 96.63% | 96.63% |
07.05.2024 | 1.71% | 0.55 CHF | 0.56 CHF | 2'077'500 | 2'077'500 | 2'077'140 | 2'077'010 | 1'208'220 CHF | 1'228'920 CHF | 98.36% | 98.36% |
06.05.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 1'716'800 | 1'716'800 | 1'716'800 | 1'716'800 | 1'133'340 CHF | 1'150'510 CHF | 100.00% | 100.00% |
03.05.2024 | 1.20% | 0.77 CHF | 0.78 CHF | 1'183'700 | 1'183'700 | 1'183'700 | 1'183'700 | 993'612 CHF | 1'005'450 CHF | 99.97% | 99.97% |
02.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 944'700 | 944'700 | 944'698 | 944'700 | 1'025'020 CHF | 1'034'470 CHF | 99.55% | 99.55% |
30.04.2024 | 1.13% | 0.97 CHF | 0.98 CHF | 1'386'000 | 1'386'000 | 1'385'530 | 1'385'530 | 1'224'560 CHF | 1'238'420 CHF | 99.99% | 99.99% |