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 | 0.07% | 15.09 CHF | 15.10 CHF | 186'000 | 186'000 | 185'701 | 185'701 | 2'773'750 CHF | 2'775'610 CHF | 100.00% | 100.00% |
15.05.2024 | 0.07% | 14.64 CHF | 14.65 CHF | 194'100 | 194'100 | 193'598 | 193'598 | 2'759'550 CHF | 2'761'490 CHF | 100.00% | 100.00% |
14.05.2024 | 0.07% | 13.96 CHF | 13.97 CHF | 197'100 | 197'100 | 197'100 | 197'100 | 2'752'480 CHF | 2'754'450 CHF | 99.55% | 99.55% |
13.05.2024 | 0.07% | 14.17 CHF | 14.18 CHF | 194'500 | 194'500 | 194'500 | 194'500 | 2'759'960 CHF | 2'761'900 CHF | 99.97% | 99.97% |
10.05.2024 | 0.07% | 14.01 CHF | 14.02 CHF | 197'500 | 197'500 | 197'500 | 197'500 | 2'780'920 CHF | 2'782'900 CHF | 100.00% | 100.00% |
08.05.2024 | 0.08% | 12.97 CHF | 12.98 CHF | 210'400 | 210'400 | 210'400 | 210'400 | 2'703'820 CHF | 2'705'920 CHF | 99.67% | 99.67% |
07.05.2024 | 0.08% | 12.96 CHF | 12.97 CHF | 211'100 | 211'100 | 210'987 | 210'987 | 2'717'700 CHF | 2'719'810 CHF | 99.50% | 99.50% |
06.05.2024 | 0.08% | 12.55 CHF | 12.56 CHF | 215'400 | 215'400 | 215'400 | 215'400 | 2'722'050 CHF | 2'724'210 CHF | 100.00% | 100.00% |
03.05.2024 | 0.08% | 12.21 CHF | 12.22 CHF | 227'700 | 227'700 | 227'700 | 227'700 | 2'789'180 CHF | 2'791'460 CHF | 100.00% | 100.00% |
02.05.2024 | 0.09% | 11.57 CHF | 11.58 CHF | 237'100 | 237'100 | 237'100 | 237'100 | 2'709'190 CHF | 2'711'560 CHF | 99.57% | 99.57% |