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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 1'634'600 | 1'634'600 | 1'634'600 | 1'634'600 | 2'876'060 CHF | 2'892'410 CHF | 99.44% | 99.44% |
02.05.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 1'601'500 | 1'601'500 | 1'601'500 | 1'601'500 | 2'750'560 CHF | 2'766'580 CHF | 99.56% | 99.56% |
30.04.2024 | 0.54% | 1.72 CHF | 1.73 CHF | 1'450'000 | 1'450'000 | 1'449'410 | 1'449'410 | 2'664'780 CHF | 2'679'280 CHF | 100.00% | 100.00% |
29.04.2024 | 0.53% | 1.94 CHF | 1.95 CHF | 1'414'300 | 1'414'300 | 1'404'110 | 1'404'110 | 2'754'690 CHF | 2'768'740 CHF | 99.58% | 99.58% |
26.04.2024 | 0.53% | 1.97 CHF | 1.98 CHF | 1'583'500 | 1'583'500 | 1'583'500 | 1'583'500 | 2'996'950 CHF | 3'012'780 CHF | 99.14% | 99.14% |
25.04.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 1'445'400 | 1'445'400 | 1'445'310 | 1'445'310 | 2'566'970 CHF | 2'581'420 CHF | 99.99% | 99.99% |
24.04.2024 | 0.50% | 1.90 CHF | 1.91 CHF | 1'408'500 | 1'408'500 | 1'407'940 | 1'407'940 | 2'831'340 CHF | 2'845'430 CHF | 100.00% | 100.00% |
23.04.2024 | 0.53% | 1.97 CHF | 1.98 CHF | 1'600'400 | 1'600'400 | 1'600'180 | 1'600'180 | 2'994'250 CHF | 3'010'260 CHF | 100.00% | 100.00% |
22.04.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 1'694'500 | 1'694'500 | 1'694'150 | 1'694'150 | 2'842'370 CHF | 2'859'310 CHF | 100.00% | 100.00% |
19.04.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 1'606'500 | 1'606'500 | 1'606'500 | 1'606'500 | 2'522'560 CHF | 2'538'630 CHF | 99.57% | 99.57% |