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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.48% | 0.36 CHF | 0.37 CHF | 2'914'700 | 2'914'700 | 2'907'140 | 2'907'140 | 1'168'190 CHF | 1'197'330 CHF | 99.57% | 99.57% |
14.05.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 3'000'000 | 3'000'000 | 2'999'890 | 2'999'890 | 1'400'970 CHF | 1'430'970 CHF | 99.85% | 99.85% |
13.05.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'337'940 CHF | 1'367'940 CHF | 100.00% | 100.00% |
10.05.2024 | 2.42% | 0.43 CHF | 0.44 CHF | 2'805'100 | 2'805'100 | 2'805'100 | 2'804'870 | 1'145'900 CHF | 1'173'860 CHF | 100.00% | 100.00% |
08.05.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 1'882'800 | 1'882'800 | 1'882'600 | 1'882'600 | 1'217'060 CHF | 1'235'880 CHF | 99.45% | 99.45% |
07.05.2024 | 1.12% | 0.69 CHF | 0.70 CHF | 1'210'400 | 1'210'400 | 1'209'700 | 1'209'700 | 1'080'690 CHF | 1'092'790 CHF | 100.00% | 100.00% |
06.05.2024 | 0.85% | 1.11 CHF | 1.12 CHF | 918'600 | 918'600 | 918'600 | 918'600 | 1'086'560 CHF | 1'095'750 CHF | 99.74% | 99.74% |
03.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 781'400 | 781'400 | 781'400 | 781'400 | 1'143'060 CHF | 1'150'870 CHF | 99.38% | 99.38% |
02.05.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 825'700 | 825'700 | 825'700 | 825'700 | 1'307'910 CHF | 1'316'170 CHF | 99.57% | 99.57% |
30.04.2024 | 0.72% | 1.60 CHF | 1.61 CHF | 1'050'500 | 1'050'500 | 1'050'080 | 1'050'080 | 1'464'020 CHF | 1'474'530 CHF | 99.99% | 99.99% |