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 | 0.47% | 1'060.00 CHF | 1'065.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'780'390 CHF | 4'802'890 CHF | 99.73% | 99.73% |
15.05.2024 | 0.47% | 1'060.00 CHF | 1'065.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'758'660 CHF | 4'781'160 CHF | 98.05% | 98.05% |
14.05.2024 | 0.47% | 1'055.00 CHF | 1'060.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'741'140 CHF | 4'763'640 CHF | 98.85% | 98.85% |
13.05.2024 | 0.47% | 1'055.00 CHF | 1'060.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'747'500 CHF | 4'770'000 CHF | 99.66% | 99.66% |
10.05.2024 | 0.47% | 1'050.00 CHF | 1'055.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'728'980 CHF | 4'751'480 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 1'045.00 CHF | 1'050.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'702'500 CHF | 4'725'000 CHF | 97.57% | 97.57% |
07.05.2024 | 0.48% | 1'045.00 CHF | 1'050.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'685'830 CHF | 4'708'330 CHF | 99.58% | 99.58% |
06.05.2024 | 0.48% | 1'035.00 CHF | 1'040.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'665'120 CHF | 4'687'620 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 1'035.00 CHF | 1'040.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'651'410 CHF | 4'673'880 CHF | 99.83% | 99.83% |
02.05.2024 | 0.40% | 1'028.00 CHF | 1'032.00 CHF | 4'500 | 4'500 | 4'500 | 4'500 | 4'634'240 CHF | 4'652'990 CHF | 100.00% | 100.00% |