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 | 0.98% | 1.00 CHF | 1.01 CHF | 819'200 | 819'200 | 818'717 | 818'717 | 832'428 CHF | 840'620 CHF | 100.00% | 100.00% |
15.05.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 835'700 | 835'700 | 833'521 | 833'521 | 846'760 CHF | 855'117 CHF | 99.93% | 99.93% |
14.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 836'300 | 836'300 | 836'257 | 836'257 | 836'929 CHF | 845'292 CHF | 99.74% | 99.74% |
13.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 832'700 | 832'700 | 832'700 | 832'700 | 833'754 CHF | 842'081 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 857'500 | 857'500 | 857'500 | 857'500 | 869'031 CHF | 877'606 CHF | 100.00% | 100.00% |
08.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 896'400 | 896'400 | 896'285 | 896'285 | 849'778 CHF | 858'742 CHF | 99.67% | 99.67% |
07.05.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 948'600 | 948'600 | 948'355 | 948'355 | 849'073 CHF | 858'559 CHF | 99.69% | 99.69% |
06.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 983'200 | 983'200 | 983'200 | 983'200 | 838'826 CHF | 848'658 CHF | 100.00% | 100.00% |
03.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 1'011'600 | 1'011'600 | 1'011'600 | 1'011'600 | 833'609 CHF | 843'725 CHF | 99.90% | 99.90% |
02.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 979'900 | 979'900 | 979'900 | 979'900 | 792'649 CHF | 802'448 CHF | 99.59% | 99.59% |