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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.28% | 3.91 CHF | 3.92 CHF | 153'000 | 153'000 | 152'617 | 152'617 | 556'147 CHF | 557'677 CHF | 99.89% | 99.89% |
14.05.2024 | 0.31% | 3.41 CHF | 3.42 CHF | 155'900 | 155'900 | 155'900 | 155'900 | 506'970 CHF | 508'529 CHF | 99.30% | 99.30% |
13.05.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 160'500 | 160'500 | 160'500 | 160'500 | 522'839 CHF | 524'444 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 189'900 | 189'900 | 189'900 | 189'900 | 594'176 CHF | 596'075 CHF | 100.00% | 100.00% |
08.05.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 210'100 | 210'100 | 210'100 | 210'100 | 548'651 CHF | 550'752 CHF | 99.77% | 99.77% |
07.05.2024 | 0.44% | 2.44 CHF | 2.45 CHF | 257'300 | 257'300 | 257'250 | 257'250 | 588'288 CHF | 590'861 CHF | 96.09% | 96.09% |
06.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 274'100 | 274'100 | 274'100 | 274'100 | 540'305 CHF | 543'046 CHF | 100.00% | 100.00% |
03.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 295'400 | 295'400 | 295'400 | 295'400 | 528'250 CHF | 531'204 CHF | 99.89% | 99.89% |
02.05.2024 | 0.57% | 1.64 CHF | 1.65 CHF | 276'000 | 276'000 | 276'000 | 276'000 | 483'142 CHF | 485'902 CHF | 99.55% | 99.55% |
30.04.2024 | 0.53% | 1.80 CHF | 1.81 CHF | 256'100 | 256'100 | 256'000 | 256'000 | 485'479 CHF | 488'040 CHF | 100.00% | 100.00% |