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 | 0.14% | 6.97 CHF | 6.98 CHF | 175'100 | 175'100 | 175'086 | 175'086 | 1'207'000 CHF | 1'208'750 CHF | 99.70% | 99.70% |
13.05.2024 | 0.14% | 6.93 CHF | 6.94 CHF | 174'000 | 174'000 | 174'000 | 174'000 | 1'215'510 CHF | 1'217'250 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 6.83 CHF | 6.84 CHF | 176'600 | 176'600 | 176'600 | 176'600 | 1'234'820 CHF | 1'236'580 CHF | 99.99% | 99.99% |
08.05.2024 | 0.16% | 6.45 CHF | 6.46 CHF | 184'400 | 184'400 | 183'351 | 183'351 | 1'175'410 CHF | 1'177'260 CHF | 99.67% | 99.67% |
07.05.2024 | 0.16% | 6.57 CHF | 6.58 CHF | 186'500 | 186'500 | 186'433 | 186'433 | 1'200'670 CHF | 1'202'540 CHF | 99.68% | 99.68% |
06.05.2024 | 0.17% | 6.11 CHF | 6.12 CHF | 202'800 | 202'800 | 202'800 | 202'800 | 1'218'010 CHF | 1'220'040 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 5.57 CHF | 5.58 CHF | 225'300 | 225'300 | 225'300 | 225'300 | 1'235'910 CHF | 1'238'170 CHF | 99.89% | 99.89% |
02.05.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 243'400 | 243'400 | 243'400 | 243'400 | 1'231'370 CHF | 1'233'810 CHF | 99.55% | 99.55% |
30.04.2024 | 0.17% | 5.51 CHF | 5.52 CHF | 201'400 | 201'400 | 201'298 | 201'298 | 1'165'020 CHF | 1'167'030 CHF | 99.97% | 99.97% |
29.04.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 206'300 | 206'300 | 206'265 | 206'265 | 1'207'000 CHF | 1'209'060 CHF | 99.61% | 99.61% |