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 | 1.91% | 0.51 CHF | 0.52 CHF | 2'366'600 | 2'366'600 | 2'365'190 | 2'365'190 | 1'226'980 CHF | 1'250'640 CHF | 100.00% | 100.00% |
15.05.2024 | 1.72% | 0.54 CHF | 0.55 CHF | 2'064'100 | 2'064'100 | 2'058'870 | 2'058'870 | 1'197'080 CHF | 1'217'720 CHF | 100.00% | 100.00% |
14.05.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 1'954'700 | 1'954'700 | 1'954'520 | 1'954'520 | 1'220'350 CHF | 1'239'900 CHF | 100.00% | 100.00% |
13.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 1'968'100 | 1'968'100 | 1'968'100 | 1'968'100 | 1'211'550 CHF | 1'231'230 CHF | 100.00% | 100.00% |
10.05.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 1'932'100 | 1'932'100 | 1'932'100 | 1'932'100 | 1'187'220 CHF | 1'206'540 CHF | 100.00% | 100.00% |
08.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 1'826'200 | 1'826'200 | 1'815'820 | 1'815'820 | 1'229'370 CHF | 1'247'630 CHF | 99.67% | 99.67% |
07.05.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 1'801'000 | 1'801'000 | 1'800'320 | 1'800'320 | 1'208'860 CHF | 1'226'870 CHF | 99.69% | 99.69% |
06.05.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 1'605'700 | 1'605'700 | 1'605'700 | 1'605'700 | 1'163'820 CHF | 1'179'880 CHF | 100.00% | 100.00% |
03.05.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 1'388'200 | 1'388'200 | 1'388'200 | 1'388'200 | 1'122'990 CHF | 1'136'880 CHF | 99.99% | 99.99% |
02.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 1'251'400 | 1'251'400 | 1'251'400 | 1'251'400 | 1'125'060 CHF | 1'137'570 CHF | 99.58% | 99.58% |