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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 2'038'400 | 2'038'400 | 2'037'900 | 2'037'900 | 1'432'390 CHF | 1'452'770 CHF | 98.67% | 98.67% |
22.05.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 1'910'400 | 1'910'400 | 1'910'400 | 1'910'400 | 1'276'300 CHF | 1'295'400 CHF | 100.00% | 100.00% |
21.05.2024 | 1.47% | 0.72 CHF | 0.73 CHF | 1'801'300 | 1'801'300 | 1'799'940 | 1'799'940 | 1'220'950 CHF | 1'238'970 CHF | 100.00% | 100.00% |
17.05.2024 | 1.46% | 0.73 CHF | 0.74 CHF | 1'842'900 | 1'842'900 | 1'842'900 | 1'842'900 | 1'254'670 CHF | 1'273'100 CHF | 100.00% | 100.00% |
16.05.2024 | 1.22% | 0.72 CHF | 0.73 CHF | 1'529'200 | 1'529'200 | 1'528'180 | 1'528'180 | 1'255'750 CHF | 1'271'040 CHF | 100.00% | 100.00% |
15.05.2024 | 1.19% | 0.90 CHF | 0.91 CHF | 1'822'100 | 1'822'100 | 1'817'470 | 1'817'470 | 1'530'160 CHF | 1'548'380 CHF | 99.55% | 99.55% |
14.05.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 1'756'400 | 1'756'400 | 1'756'280 | 1'756'280 | 1'293'350 CHF | 1'310'910 CHF | 99.85% | 99.85% |
13.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 1'671'800 | 1'671'800 | 1'671'800 | 1'671'800 | 1'286'380 CHF | 1'303'100 CHF | 100.00% | 100.00% |
10.05.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 1'851'200 | 1'851'200 | 1'851'200 | 1'851'200 | 1'543'570 CHF | 1'562'090 CHF | 100.00% | 100.00% |
08.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 2'489'700 | 2'489'700 | 2'489'410 | 2'489'410 | 1'438'970 CHF | 1'463'870 CHF | 99.44% | 99.44% |