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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 1'379'400 | 1'379'400 | 1'379'400 | 1'379'400 | 742'804 CHF | 756'598 CHF | 100.00% | 100.00% |
16.05.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 1'492'800 | 1'492'800 | 1'491'520 | 1'491'520 | 748'390 CHF | 763'318 CHF | 100.00% | 100.00% |
15.05.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 1'461'200 | 1'461'200 | 1'457'470 | 1'457'470 | 709'658 CHF | 724'270 CHF | 99.50% | 99.50% |
14.05.2024 | 2.00% | 0.48 CHF | 0.49 CHF | 1'422'100 | 1'422'100 | 1'422'100 | 1'422'100 | 704'180 CHF | 718'401 CHF | 99.50% | 99.50% |
13.05.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 1'410'700 | 1'410'700 | 1'410'700 | 1'410'700 | 702'193 CHF | 716'300 CHF | 100.00% | 100.00% |
10.05.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 1'342'100 | 1'342'100 | 1'342'100 | 1'342'090 | 647'616 CHF | 661'034 CHF | 100.00% | 100.00% |
08.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 1'110'400 | 1'110'400 | 1'110'260 | 1'110'260 | 623'563 CHF | 634'667 CHF | 99.77% | 99.77% |
07.05.2024 | 1.48% | 0.63 CHF | 0.64 CHF | 970'400 | 970'400 | 970'211 | 970'211 | 651'089 CHF | 660'793 CHF | 98.37% | 98.37% |
06.05.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 904'400 | 904'400 | 904'400 | 904'400 | 637'761 CHF | 646'805 CHF | 100.00% | 100.00% |
03.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 834'000 | 834'000 | 834'000 | 834'000 | 627'369 CHF | 635'709 CHF | 99.99% | 99.99% |