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 | 0.13% | 40.70 CHF | 40.75 CHF | 73'200 | 73'200 | 73'011 | 73'011 | 2'839'690 CHF | 2'843'350 CHF | 100.00% | 100.00% |
14.05.2024 | 0.13% | 37.75 CHF | 37.80 CHF | 75'700 | 75'700 | 75'692 | 75'692 | 2'810'160 CHF | 2'813'940 CHF | 100.00% | 100.00% |
13.05.2024 | 0.13% | 37.25 CHF | 37.30 CHF | 76'200 | 76'200 | 76'200 | 76'200 | 2'827'940 CHF | 2'831'750 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 36.40 CHF | 36.45 CHF | 77'200 | 77'200 | 77'200 | 77'200 | 2'851'990 CHF | 2'855'850 CHF | 99.99% | 99.99% |
08.05.2024 | 0.14% | 36.00 CHF | 36.05 CHF | 77'600 | 77'600 | 77'592 | 77'592 | 2'769'200 CHF | 2'773'080 CHF | 96.62% | 96.62% |
07.05.2024 | 0.14% | 36.55 CHF | 36.60 CHF | 77'600 | 77'600 | 77'587 | 77'587 | 2'778'260 CHF | 2'782'140 CHF | 98.36% | 98.36% |
06.05.2024 | 0.15% | 34.70 CHF | 34.75 CHF | 81'700 | 81'700 | 81'700 | 81'700 | 2'794'240 CHF | 2'798'330 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 32.70 CHF | 32.75 CHF | 89'600 | 89'600 | 89'600 | 89'600 | 2'856'280 CHF | 2'860'760 CHF | 99.92% | 99.92% |
02.05.2024 | 0.17% | 29.55 CHF | 29.60 CHF | 95'300 | 95'300 | 95'300 | 95'300 | 2'809'840 CHF | 2'814'600 CHF | 99.54% | 99.54% |
30.04.2024 | 0.15% | 31.85 CHF | 31.90 CHF | 82'800 | 82'800 | 82'768 | 82'768 | 2'724'850 CHF | 2'728'990 CHF | 99.99% | 99.99% |