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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 828'000 | 828'000 | 828'000 | 828'000 | 1'063'670 CHF | 1'071'950 CHF | 100.00% | 100.00% |
10.05.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 842'800 | 842'800 | 842'800 | 842'800 | 1'083'960 CHF | 1'092'390 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 888'200 | 888'200 | 883'083 | 883'083 | 1'021'760 CHF | 1'030'650 CHF | 99.67% | 99.67% |
07.05.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 900'200 | 900'200 | 899'866 | 899'866 | 1'047'470 CHF | 1'056'470 CHF | 99.69% | 99.69% |
06.05.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 996'800 | 996'800 | 996'800 | 996'800 | 1'066'870 CHF | 1'076'840 CHF | 100.00% | 100.00% |
03.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 1'131'500 | 1'131'500 | 1'131'500 | 1'131'500 | 1'084'280 CHF | 1'095'600 CHF | 99.99% | 99.99% |
02.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 1'242'500 | 1'242'500 | 1'242'500 | 1'242'500 | 1'076'800 CHF | 1'089'220 CHF | 99.57% | 99.57% |
30.04.2024 | 0.97% | 0.97 CHF | 0.98 CHF | 981'700 | 981'700 | 981'298 | 981'298 | 1'008'900 CHF | 1'018'720 CHF | 100.00% | 100.00% |
29.04.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 1'011'100 | 1'011'100 | 1'010'920 | 1'010'920 | 1'054'090 CHF | 1'064'200 CHF | 99.63% | 99.63% |
26.04.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 1'121'800 | 1'121'800 | 1'121'580 | 1'121'580 | 1'114'980 CHF | 1'126'200 CHF | 99.69% | 99.69% |