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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.12% | 81.70 CHF | 81.80 CHF | 36'900 | 36'900 | 36'897 | 36'897 | 3'004'330 CHF | 3'008'020 CHF | 99.96% | 99.96% |
13.05.2024 | 0.12% | 81.60 CHF | 81.70 CHF | 36'800 | 36'800 | 36'800 | 36'800 | 3'010'620 CHF | 3'014'300 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 81.10 CHF | 81.20 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 3'028'620 CHF | 3'032'320 CHF | 99.99% | 99.99% |
08.05.2024 | 0.13% | 79.30 CHF | 79.40 CHF | 37'500 | 37'500 | 37'285 | 37'285 | 2'948'540 CHF | 2'952'290 CHF | 99.67% | 99.67% |
07.05.2024 | 0.13% | 79.80 CHF | 79.90 CHF | 37'600 | 37'600 | 37'586 | 37'586 | 2'974'350 CHF | 2'978'110 CHF | 99.69% | 99.69% |
06.05.2024 | 0.13% | 77.30 CHF | 77.40 CHF | 38'700 | 38'700 | 38'700 | 38'700 | 2'969'480 CHF | 2'973'350 CHF | 100.00% | 100.00% |
03.05.2024 | 0.14% | 74.30 CHF | 74.40 CHF | 40'200 | 40'200 | 40'200 | 40'200 | 2'970'970 CHF | 2'974'990 CHF | 100.00% | 100.00% |
02.05.2024 | 0.14% | 71.70 CHF | 71.80 CHF | 41'300 | 41'300 | 41'300 | 41'300 | 2'961'590 CHF | 2'965'720 CHF | 99.65% | 99.65% |
30.04.2024 | 0.13% | 74.20 CHF | 74.30 CHF | 38'800 | 38'800 | 38'781 | 38'781 | 2'926'890 CHF | 2'930'770 CHF | 99.98% | 99.98% |
29.04.2024 | 0.13% | 75.60 CHF | 75.70 CHF | 39'200 | 39'200 | 39'194 | 39'194 | 2'968'330 CHF | 2'972'250 CHF | 99.65% | 99.65% |