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 | 0.13% | 7.67 CHF | 7.68 CHF | 889'300 | 889'300 | 888'695 | 888'695 | 6'939'390 CHF | 6'948'280 CHF | 100.00% | 100.00% |
15.05.2024 | 0.13% | 7.93 CHF | 7.94 CHF | 910'600 | 910'600 | 908'216 | 908'216 | 7'098'860 CHF | 7'107'970 CHF | 99.54% | 99.54% |
14.05.2024 | 0.13% | 7.68 CHF | 7.69 CHF | 906'400 | 906'400 | 906'353 | 906'353 | 6'924'390 CHF | 6'933'450 CHF | 99.82% | 99.82% |
13.05.2024 | 0.13% | 7.69 CHF | 7.70 CHF | 900'900 | 900'900 | 900'900 | 900'900 | 6'918'410 CHF | 6'927'420 CHF | 100.00% | 100.00% |
10.05.2024 | 0.13% | 7.72 CHF | 7.73 CHF | 913'000 | 913'000 | 913'000 | 913'000 | 7'099'370 CHF | 7'108'500 CHF | 100.00% | 100.00% |
08.05.2024 | 0.14% | 7.27 CHF | 7.28 CHF | 950'300 | 950'300 | 950'198 | 950'198 | 6'931'620 CHF | 6'941'120 CHF | 99.44% | 99.44% |
07.05.2024 | 0.14% | 7.22 CHF | 7.23 CHF | 989'300 | 989'300 | 988'741 | 988'741 | 6'935'530 CHF | 6'945'430 CHF | 100.00% | 100.00% |
06.05.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 1'016'500 | 1'016'500 | 1'016'500 | 1'016'500 | 6'848'430 CHF | 6'858'600 CHF | 99.73% | 99.73% |
03.05.2024 | 0.15% | 6.53 CHF | 6.54 CHF | 1'033'900 | 1'033'900 | 1'033'900 | 1'033'900 | 6'754'830 CHF | 6'765'160 CHF | 99.43% | 99.43% |
02.05.2024 | 0.15% | 6.46 CHF | 6.47 CHF | 1'026'900 | 1'026'900 | 1'026'900 | 1'026'900 | 6'649'770 CHF | 6'660'040 CHF | 99.58% | 99.58% |