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 | 1.15% | 0.90 CHF | 0.91 CHF | 1'087'800 | 1'087'800 | 1'087'170 | 1'087'180 | 941'236 CHF | 952'119 CHF | 100.00% | 100.00% |
15.05.2024 | 1.53% | 0.77 CHF | 0.78 CHF | 1'423'600 | 1'423'600 | 1'419'940 | 1'419'940 | 931'539 CHF | 945'775 CHF | 100.00% | 100.00% |
14.05.2024 | 1.80% | 0.59 CHF | 0.60 CHF | 1'623'000 | 1'623'000 | 1'622'850 | 1'622'850 | 896'015 CHF | 912'245 CHF | 100.00% | 100.00% |
13.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 1'676'400 | 1'676'400 | 1'676'400 | 1'676'400 | 927'018 CHF | 943'784 CHF | 100.00% | 100.00% |
10.05.2024 | 1.83% | 0.52 CHF | 0.53 CHF | 1'767'400 | 1'767'400 | 1'767'400 | 1'767'400 | 960'200 CHF | 977'874 CHF | 100.00% | 100.00% |
08.05.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 1'802'900 | 1'802'900 | 1'802'720 | 1'802'720 | 858'764 CHF | 876'793 CHF | 96.63% | 96.63% |
07.05.2024 | 2.04% | 0.52 CHF | 0.53 CHF | 1'795'200 | 1'795'200 | 1'794'880 | 1'794'900 | 870'226 CHF | 888'188 CHF | 98.36% | 98.36% |
06.05.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 2'200'700 | 2'200'700 | 2'200'700 | 2'200'700 | 919'982 CHF | 941'989 CHF | 100.00% | 100.00% |
03.05.2024 | 2.99% | 0.36 CHF | 0.37 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 998'097 CHF | 1'028'100 CHF | 100.00% | 100.00% |
02.05.2024 | 1.94% | 0.26 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 765'526 CHF | 780'526 CHF | 99.56% | 99.56% |