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 | 0.41% | 2.42 CHF | 2.43 CHF | 732'600 | 732'600 | 732'046 | 732'046 | 1'768'070 CHF | 1'775'400 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 697'200 | 697'200 | 695'477 | 695'477 | 1'746'540 CHF | 1'753'510 CHF | 99.89% | 99.89% |
14.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 692'300 | 692'300 | 692'300 | 692'300 | 1'794'160 CHF | 1'801'080 CHF | 99.30% | 99.30% |
13.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 684'200 | 684'200 | 684'200 | 684'200 | 1'772'900 CHF | 1'779'750 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 639'000 | 639'000 | 639'000 | 639'000 | 1'681'230 CHF | 1'687'620 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 614'500 | 614'500 | 614'500 | 614'500 | 1'707'340 CHF | 1'713'490 CHF | 99.77% | 99.77% |
07.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 565'100 | 565'100 | 564'989 | 564'989 | 1'634'620 CHF | 1'640'280 CHF | 96.09% | 96.09% |
06.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 551'600 | 551'600 | 551'600 | 551'600 | 1'668'000 CHF | 1'673'520 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 536'200 | 536'200 | 536'200 | 536'200 | 1'667'390 CHF | 1'672'750 CHF | 99.89% | 99.89% |
02.05.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 548'600 | 548'600 | 548'600 | 548'600 | 1'718'590 CHF | 1'724'080 CHF | 99.57% | 99.57% |