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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 1'122'800 | 1'122'800 | 1'143'060 | 1'143'060 | 1'024'630 CHF | 1'036'070 CHF | 100.00% | 100.00% |
15.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 1'158'700 | 1'158'700 | 1'174'500 | 1'174'500 | 1'024'630 CHF | 1'036'400 CHF | 99.84% | 99.84% |
14.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 1'190'000 | 1'190'000 | 1'191'910 | 1'191'910 | 1'006'960 CHF | 1'018'880 CHF | 99.98% | 99.98% |
13.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 1'193'500 | 1'193'500 | 1'198'960 | 1'198'960 | 1'002'970 CHF | 1'014'960 CHF | 100.00% | 100.00% |
10.05.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 1'203'000 | 1'203'000 | 1'233'240 | 1'233'240 | 1'021'980 CHF | 1'034'310 CHF | 99.60% | 99.60% |
08.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 1'235'400 | 1'235'400 | 1'221'610 | 1'221'610 | 988'130 CHF | 1'000'350 CHF | 98.95% | 98.95% |
07.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 1'212'700 | 1'212'700 | 1'208'260 | 1'208'260 | 995'692 CHF | 1'007'780 CHF | 99.34% | 99.34% |
06.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 1'205'600 | 1'205'600 | 1'220'790 | 1'220'790 | 1'009'920 CHF | 1'022'130 CHF | 100.00% | 100.00% |
03.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 1'231'400 | 1'231'400 | 1'258'340 | 1'258'340 | 1'025'830 CHF | 1'038'410 CHF | 100.00% | 100.00% |
02.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 1'276'300 | 1'276'300 | 1'295'460 | 1'295'460 | 1'011'500 CHF | 1'024'450 CHF | 100.00% | 100.00% |