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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 2'370'900 | 2'370'900 | 2'370'900 | 2'370'900 | 2'688'060 CHF | 2'711'770 CHF | 99.58% | 99.58% |
30.04.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 2'213'600 | 2'213'600 | 2'211'310 | 2'211'310 | 2'626'340 CHF | 2'648'470 CHF | 100.00% | 100.00% |
29.04.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 2'250'300 | 2'250'300 | 2'249'110 | 2'249'110 | 2'676'920 CHF | 2'699'420 CHF | 99.63% | 99.63% |
26.04.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 2'293'700 | 2'293'700 | 2'293'700 | 2'293'700 | 2'669'630 CHF | 2'692'560 CHF | 99.68% | 99.68% |
25.04.2024 | 0.85% | 1.10 CHF | 1.11 CHF | 2'178'800 | 2'178'800 | 2'177'650 | 2'177'650 | 2'546'170 CHF | 2'567'960 CHF | 99.99% | 99.99% |
23.04.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 2'237'200 | 2'237'200 | 2'236'030 | 2'236'030 | 2'680'370 CHF | 2'702'740 CHF | 100.00% | 100.00% |
22.04.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 2'305'800 | 2'305'800 | 2'302'180 | 2'302'180 | 2'683'060 CHF | 2'706'120 CHF | 100.00% | 100.00% |
19.04.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 2'371'100 | 2'371'100 | 2'371'100 | 2'371'100 | 2'591'480 CHF | 2'615'190 CHF | 100.00% | 100.00% |
18.04.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 2'378'500 | 2'378'500 | 2'378'500 | 2'378'500 | 2'649'270 CHF | 2'673'050 CHF | 100.00% | 100.00% |
17.04.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 2'362'100 | 2'362'100 | 2'357'090 | 2'357'090 | 2'650'590 CHF | 2'674'210 CHF | 99.99% | 99.99% |