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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 1'776'400 | 1'776'400 | 1'766'190 | 1'766'190 | 1'012'420 CHF | 1'030'190 CHF | 99.67% | 99.67% |
07.05.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 1'800'300 | 1'800'300 | 1'799'640 | 1'799'640 | 1'038'540 CHF | 1'056'540 CHF | 99.69% | 99.69% |
06.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 1'993'500 | 1'993'500 | 1'993'500 | 1'993'500 | 1'056'760 CHF | 1'076'700 CHF | 100.00% | 100.00% |
03.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 2'262'900 | 2'262'900 | 2'262'900 | 2'262'900 | 1'071'410 CHF | 1'094'040 CHF | 100.00% | 100.00% |
02.05.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 2'485'000 | 2'485'000 | 2'485'000 | 2'485'000 | 1'063'710 CHF | 1'088'560 CHF | 99.63% | 99.63% |
30.04.2024 | 1.95% | 0.48 CHF | 0.49 CHF | 1'963'300 | 1'963'300 | 1'962'310 | 1'962'310 | 998'092 CHF | 1'017'720 CHF | 100.00% | 100.00% |
29.04.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 2'022'100 | 2'022'100 | 2'021'740 | 2'021'740 | 1'043'670 CHF | 1'063'890 CHF | 99.65% | 99.65% |
26.04.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 2'243'600 | 2'243'600 | 2'243'420 | 2'243'420 | 1'104'420 CHF | 1'126'860 CHF | 99.68% | 99.68% |
25.04.2024 | 2.33% | 0.40 CHF | 0.41 CHF | 2'126'500 | 2'126'500 | 2'126'390 | 2'126'390 | 905'995 CHF | 927'260 CHF | 100.00% | 100.00% |
24.04.2024 | 2.04% | 0.46 CHF | 0.47 CHF | 2'127'700 | 2'127'700 | 2'127'650 | 2'127'650 | 1'030'370 CHF | 1'051'650 CHF | 99.83% | 99.83% |