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 | 0.30% | 6.80 CHF | 6.82 CHF | 77'500 | 77'500 | 77'496 | 77'496 | 517'345 CHF | 518'895 CHF | 99.72% | 99.72% |
13.05.2024 | 0.30% | 6.75 CHF | 6.77 CHF | 77'200 | 77'200 | 77'200 | 77'200 | 517'457 CHF | 519'001 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 6.68 CHF | 6.70 CHF | 81'400 | 81'400 | 81'400 | 81'400 | 554'471 CHF | 556'099 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 6.07 CHF | 6.09 CHF | 88'800 | 88'800 | 88'789 | 88'789 | 537'243 CHF | 539'019 CHF | 99.67% | 99.67% |
07.05.2024 | 0.18% | 5.81 CHF | 5.82 CHF | 98'100 | 98'100 | 98'076 | 98'076 | 541'580 CHF | 542'561 CHF | 99.68% | 99.68% |
06.05.2024 | 0.20% | 5.18 CHF | 5.19 CHF | 104'800 | 104'800 | 104'800 | 104'800 | 535'444 CHF | 536'492 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 110'300 | 110'300 | 110'300 | 110'300 | 532'870 CHF | 533'973 CHF | 99.86% | 99.86% |
02.05.2024 | 0.21% | 4.64 CHF | 4.65 CHF | 104'200 | 104'200 | 104'200 | 104'200 | 486'966 CHF | 488'008 CHF | 99.55% | 99.55% |
30.04.2024 | 0.38% | 4.82 CHF | 4.84 CHF | 93'700 | 93'700 | 93'649 | 93'649 | 490'570 CHF | 492'444 CHF | 99.99% | 99.99% |
29.04.2024 | 0.35% | 5.50 CHF | 5.52 CHF | 89'500 | 89'500 | 89'485 | 89'485 | 507'061 CHF | 508'851 CHF | 99.63% | 99.63% |