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 | 0.52% | 1.92 CHF | 1.93 CHF | 803'600 | 803'600 | 803'528 | 803'528 | 1'529'460 CHF | 1'537'490 CHF | 99.99% | 99.99% |
13.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 799'600 | 799'600 | 799'600 | 799'600 | 1'538'610 CHF | 1'546'600 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 808'900 | 808'900 | 808'900 | 808'900 | 1'557'740 CHF | 1'565'830 CHF | 100.00% | 100.00% |
08.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 836'900 | 836'900 | 832'152 | 832'152 | 1'493'450 CHF | 1'501'820 CHF | 99.67% | 99.67% |
07.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 844'100 | 844'100 | 843'796 | 843'796 | 1'519'420 CHF | 1'527'860 CHF | 99.69% | 99.69% |
06.05.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 901'800 | 901'800 | 901'800 | 901'800 | 1'532'210 CHF | 1'541'230 CHF | 100.00% | 100.00% |
03.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 979'400 | 979'400 | 979'400 | 979'400 | 1'543'750 CHF | 1'553'550 CHF | 99.99% | 99.99% |
02.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 1'040'600 | 1'040'600 | 1'040'600 | 1'040'600 | 1'535'650 CHF | 1'546'050 CHF | 99.57% | 99.57% |
30.04.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 900'000 | 900'000 | 899'557 | 899'557 | 1'478'600 CHF | 1'487'600 CHF | 100.00% | 100.00% |
29.04.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 917'200 | 917'200 | 917'037 | 917'037 | 1'520'300 CHF | 1'529'480 CHF | 99.61% | 99.61% |