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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 1'766'100 | 1'766'100 | 1'766'100 | 1'766'100 | 1'690'590 CHF | 1'708'250 CHF | 99.60% | 99.60% |
26.04.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 1'701'100 | 1'701'100 | 1'701'100 | 1'701'100 | 1'660'450 CHF | 1'677'460 CHF | 98.85% | 98.85% |
25.04.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 1'784'500 | 1'784'500 | 1'784'400 | 1'784'400 | 1'769'450 CHF | 1'787'300 CHF | 100.00% | 100.00% |
24.04.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 1'861'900 | 1'861'900 | 1'861'900 | 1'861'900 | 1'749'860 CHF | 1'768'480 CHF | 100.00% | 100.00% |
23.04.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 1'747'400 | 1'747'400 | 1'747'400 | 1'747'400 | 1'610'090 CHF | 1'627'570 CHF | 99.87% | 99.87% |
22.04.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 1'682'500 | 1'682'500 | 1'682'500 | 1'682'500 | 1'660'530 CHF | 1'677'350 CHF | 100.00% | 100.00% |
19.04.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 1'631'100 | 1'631'100 | 1'631'100 | 1'631'100 | 1'701'170 CHF | 1'717'480 CHF | 100.00% | 100.00% |
18.04.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 1'632'300 | 1'632'300 | 1'632'300 | 1'632'300 | 1'689'290 CHF | 1'705'610 CHF | 100.00% | 100.00% |
17.04.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 1'607'000 | 1'607'000 | 1'603'860 | 1'603'860 | 1'655'330 CHF | 1'671'400 CHF | 100.00% | 100.00% |
16.04.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 1'740'100 | 1'740'100 | 1'739'950 | 1'739'950 | 1'804'010 CHF | 1'821'410 CHF | 99.92% | 99.92% |