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 | 0.74% | 1.22 CHF | 1.23 CHF | 1'109'200 | 1'109'200 | 1'108'520 | 1'108'520 | 1'503'140 CHF | 1'514'240 CHF | 100.00% | 100.00% |
15.05.2024 | 0.73% | 1.46 CHF | 1.47 CHF | 1'277'400 | 1'277'400 | 1'274'170 | 1'274'170 | 1'757'300 CHF | 1'770'070 CHF | 99.57% | 99.57% |
14.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 1'240'900 | 1'240'900 | 1'240'850 | 1'240'850 | 1'536'440 CHF | 1'548'850 CHF | 99.85% | 99.85% |
13.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 1'193'500 | 1'193'500 | 1'193'500 | 1'193'500 | 1'530'190 CHF | 1'542'130 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 1'294'900 | 1'294'900 | 1'294'900 | 1'294'900 | 1'772'750 CHF | 1'785'700 CHF | 100.00% | 100.00% |
08.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 1'644'100 | 1'644'100 | 1'643'910 | 1'643'910 | 1'668'730 CHF | 1'685'170 CHF | 99.45% | 99.45% |
07.05.2024 | 1.17% | 0.96 CHF | 0.97 CHF | 2'072'200 | 2'072'200 | 2'071'100 | 2'071'100 | 1'758'550 CHF | 1'779'270 CHF | 100.00% | 100.00% |
06.05.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 2'433'700 | 2'433'700 | 2'433'700 | 2'433'700 | 1'720'050 CHF | 1'744'390 CHF | 99.74% | 99.74% |
03.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 2'697'900 | 2'697'900 | 2'697'900 | 2'697'900 | 1'650'300 CHF | 1'677'280 CHF | 99.45% | 99.45% |
02.05.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 2'583'000 | 2'583'000 | 2'583'000 | 2'583'000 | 1'506'330 CHF | 1'532'160 CHF | 99.59% | 99.59% |