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 | 0.85% | 1.37 CHF | 1.38 CHF | 1'000'000 | 1'000'000 | 960'795 | 960'795 | 1'350'690 CHF | 1'360'530 CHF | 99.56% | 99.56% |
14.05.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'461'940 CHF | 1'471'940 CHF | 99.83% | 99.83% |
13.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'443'180 CHF | 1'453'180 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'414'010 CHF | 1'424'010 CHF | 100.00% | 100.00% |
08.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 1'000'000 | 1'000'000 | 999'805 | 999'805 | 1'519'620 CHF | 1'529'620 CHF | 99.44% | 99.44% |
07.05.2024 | 0.63% | 1.53 CHF | 1.54 CHF | 1'000'000 | 1'000'000 | 999'087 | 999'087 | 1'584'670 CHF | 1'594'670 CHF | 100.00% | 100.00% |
06.05.2024 | 0.59% | 1.65 CHF | 1.66 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'691'380 CHF | 1'701'380 CHF | 99.74% | 99.74% |
03.05.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 1'000'000 | 1'000'000 | 987'295 | 987'295 | 1'759'890 CHF | 1'769'850 CHF | 99.30% | 99.30% |
02.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'828'720 CHF | 1'838'720 CHF | 98.93% | 98.93% |
30.04.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 1'000'000 | 1'000'000 | 999'443 | 999'443 | 1'774'660 CHF | 1'784'660 CHF | 99.73% | 99.73% |