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 | 1,30% | 0,77 CHF | 0,78 CHF | 2 288 400 | 2 288 400 | 2 286 320 | 2 286 320 | 1 752 970 CHF | 1 775 850 CHF | 100,00% | 100,00% |
15/05/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 2 177 900 | 2 177 900 | 2 172 190 | 2 172 000 | 1 730 050 CHF | 1 751 680 CHF | 99,90% | 99,90% |
14/05/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 2 162 500 | 2 162 500 | 2 162 500 | 2 161 640 | 1 779 930 CHF | 1 800 840 CHF | 99,31% | 99,31% |
13/05/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 2 137 200 | 2 137 200 | 2 137 200 | 2 137 200 | 1 756 990 CHF | 1 778 360 CHF | 100,00% | 100,00% |
10/05/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 1 996 000 | 1 996 000 | 1 996 000 | 1 996 000 | 1 667 140 CHF | 1 687 100 CHF | 100,00% | 100,00% |
08/05/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 1 919 500 | 1 919 500 | 1 919 500 | 1 919 500 | 1 692 210 CHF | 1 711 400 CHF | 99,77% | 99,77% |
07/05/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 1 765 300 | 1 765 300 | 1 764 940 | 1 764 940 | 1 621 860 CHF | 1 639 520 CHF | 96,10% | 96,10% |
06/05/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 1 723 200 | 1 723 200 | 1 723 200 | 1 723 200 | 1 654 520 CHF | 1 671 750 CHF | 100,00% | 100,00% |
03/05/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 1 675 000 | 1 675 000 | 1 675 000 | 1 675 000 | 1 654 790 CHF | 1 671 540 CHF | 99,91% | 99,91% |
02/05/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 1 713 700 | 1 713 700 | 1 713 700 | 1 713 700 | 1 704 740 CHF | 1 721 880 CHF | 99,58% | 99,58% |