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 | 0.40% | 2.70 CHF | 2.71 CHF | 521'400 | 521'400 | 520'072 | 520'072 | 1'316'220 CHF | 1'321'440 CHF | 99.52% | 99.52% |
14.05.2024 | 0.45% | 2.29 CHF | 2.30 CHF | 502'600 | 502'600 | 502'580 | 502'580 | 1'124'670 CHF | 1'129'700 CHF | 99.85% | 99.85% |
13.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 478'400 | 478'400 | 478'400 | 478'400 | 1'114'940 CHF | 1'119'720 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.42 CHF | 2.43 CHF | 529'700 | 529'700 | 529'700 | 529'700 | 1'331'730 CHF | 1'337'030 CHF | 100.00% | 100.00% |
08.05.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 712'400 | 712'400 | 712'323 | 712'323 | 1'280'650 CHF | 1'287'780 CHF | 99.44% | 99.44% |
07.05.2024 | 0.68% | 1.69 CHF | 1.70 CHF | 946'700 | 946'700 | 946'138 | 946'138 | 1'402'050 CHF | 1'411'520 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 1.27 CHF | 1.28 CHF | 1'155'400 | 1'155'400 | 1'155'400 | 1'155'400 | 1'409'210 CHF | 1'420'770 CHF | 99.73% | 99.73% |
03.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 1'313'800 | 1'313'800 | 1'313'800 | 1'313'800 | 1'378'540 CHF | 1'391'680 CHF | 99.44% | 99.44% |
02.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 1'243'200 | 1'243'200 | 1'243'200 | 1'243'200 | 1'242'530 CHF | 1'254'960 CHF | 99.56% | 99.56% |
30.04.2024 | 0.85% | 1.00 CHF | 1.01 CHF | 929'700 | 929'700 | 929'409 | 929'409 | 1'091'660 CHF | 1'100'960 CHF | 100.00% | 100.00% |