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 | 0.10% | 10.00 CHF | 10.01 CHF | 155'000 | 155'000 | 154'987 | 154'987 | 1'536'680 CHF | 1'538'230 CHF | 99.70% | 99.70% |
13.05.2024 | 0.10% | 9.96 CHF | 9.97 CHF | 154'200 | 154'200 | 154'200 | 154'200 | 1'545'130 CHF | 1'546'680 CHF | 100.00% | 100.00% |
10.05.2024 | 0.10% | 9.84 CHF | 9.85 CHF | 156'000 | 156'000 | 156'000 | 156'000 | 1'564'500 CHF | 1'566'060 CHF | 99.99% | 99.99% |
08.05.2024 | 0.11% | 9.39 CHF | 9.40 CHF | 161'400 | 161'400 | 160'470 | 160'470 | 1'499'960 CHF | 1'501'570 CHF | 99.67% | 99.67% |
07.05.2024 | 0.11% | 9.53 CHF | 9.54 CHF | 162'800 | 162'800 | 162'738 | 162'738 | 1'526'280 CHF | 1'527'910 CHF | 99.69% | 99.69% |
06.05.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 173'900 | 173'900 | 173'900 | 173'900 | 1'539'310 CHF | 1'541'050 CHF | 100.00% | 100.00% |
03.05.2024 | 0.12% | 8.32 CHF | 8.33 CHF | 188'900 | 188'900 | 188'900 | 188'900 | 1'552'180 CHF | 1'554'070 CHF | 99.96% | 99.96% |
02.05.2024 | 0.13% | 7.69 CHF | 7.70 CHF | 200'700 | 200'700 | 200'700 | 200'700 | 1'544'620 CHF | 1'546'620 CHF | 99.58% | 99.58% |
30.04.2024 | 0.12% | 8.24 CHF | 8.25 CHF | 173'600 | 173'600 | 173'512 | 173'512 | 1'486'330 CHF | 1'488'070 CHF | 99.98% | 99.98% |
29.04.2024 | 0.12% | 8.63 CHF | 8.64 CHF | 176'900 | 176'900 | 176'869 | 176'869 | 1'528'170 CHF | 1'529'940 CHF | 99.63% | 99.63% |