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 | 0.12% | 7.01 CHF | 7.02 CHF | 158'100 | 158'100 | 157'994 | 157'994 | 1'269'890 CHF | 1'271'470 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 8.83 CHF | 8.84 CHF | 188'400 | 188'400 | 187'920 | 187'920 | 1'547'040 CHF | 1'548'920 CHF | 99.52% | 99.52% |
14.05.2024 | 0.14% | 7.40 CHF | 7.41 CHF | 181'600 | 181'600 | 181'593 | 181'593 | 1'309'510 CHF | 1'311'320 CHF | 99.82% | 99.82% |
13.05.2024 | 0.13% | 7.58 CHF | 7.59 CHF | 172'800 | 172'800 | 172'800 | 172'800 | 1'302'040 CHF | 1'303'770 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 7.85 CHF | 7.86 CHF | 191'400 | 191'400 | 191'400 | 191'400 | 1'564'450 CHF | 1'566'370 CHF | 100.00% | 100.00% |
08.05.2024 | 0.18% | 5.57 CHF | 5.58 CHF | 257'400 | 257'400 | 257'370 | 257'370 | 1'461'630 CHF | 1'464'210 CHF | 99.44% | 99.44% |
07.05.2024 | 0.22% | 5.31 CHF | 5.32 CHF | 342'000 | 342'000 | 341'799 | 341'799 | 1'565'520 CHF | 1'568'940 CHF | 100.00% | 100.00% |
06.05.2024 | 0.27% | 3.84 CHF | 3.85 CHF | 417'400 | 417'400 | 417'400 | 417'400 | 1'531'720 CHF | 1'535'900 CHF | 99.73% | 99.73% |
03.05.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 474'600 | 474'600 | 474'600 | 474'600 | 1'461'250 CHF | 1'466'000 CHF | 99.40% | 99.40% |
02.05.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 449'100 | 449'100 | 449'100 | 449'100 | 1'305'100 CHF | 1'309'590 CHF | 99.57% | 99.57% |