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 | 0.03% | 31.10 CHF | 31.11 CHF | 125'000 | 125'000 | 124'765 | 124'765 | 3'845'260 CHF | 3'846'510 CHF | 99.90% | 99.90% |
14.05.2024 | 0.03% | 30.63 CHF | 30.64 CHF | 125'000 | 125'000 | 124'975 | 124'975 | 3'825'200 CHF | 3'826'450 CHF | 99.73% | 99.73% |
13.05.2024 | 0.03% | 30.62 CHF | 30.63 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'829'350 CHF | 3'830'600 CHF | 100.00% | 100.00% |
10.05.2024 | 0.03% | 30.54 CHF | 30.55 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'830'940 CHF | 3'832'190 CHF | 100.00% | 100.00% |
08.05.2024 | 0.03% | 30.30 CHF | 30.31 CHF | 125'000 | 125'000 | 124'978 | 124'978 | 3'783'030 CHF | 3'784'280 CHF | 99.67% | 99.67% |
07.05.2024 | 0.03% | 30.33 CHF | 30.34 CHF | 125'000 | 125'000 | 124'943 | 124'943 | 3'778'710 CHF | 3'779'960 CHF | 99.72% | 99.72% |
06.05.2024 | 0.03% | 29.95 CHF | 29.96 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'730'230 CHF | 3'731'480 CHF | 100.00% | 100.00% |
03.05.2024 | 0.03% | 29.44 CHF | 29.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'676'770 CHF | 3'678'020 CHF | 99.61% | 99.61% |
02.05.2024 | 0.03% | 29.19 CHF | 29.20 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'646'970 CHF | 3'648'220 CHF | 99.53% | 99.53% |
30.04.2024 | 0.03% | 29.66 CHF | 29.67 CHF | 125'000 | 125'000 | 124'889 | 124'889 | 3'716'770 CHF | 3'718'020 CHF | 99.55% | 99.55% |