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 | 0.19% | 4.43 CHF | 4.44 CHF | 177'500 | 177'500 | 177'043 | 177'043 | 944'319 CHF | 946'094 CHF | 100.00% | 100.00% |
14.05.2024 | 0.16% | 6.00 CHF | 6.01 CHF | 152'600 | 152'600 | 152'584 | 152'584 | 974'476 CHF | 976'002 CHF | 99.98% | 99.98% |
13.05.2024 | 0.16% | 6.30 CHF | 6.31 CHF | 147'200 | 147'200 | 147'200 | 147'200 | 936'843 CHF | 938'315 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.83 CHF | 6.84 CHF | 139'100 | 139'100 | 139'100 | 139'100 | 900'809 CHF | 902'200 CHF | 100.00% | 100.00% |
08.05.2024 | 0.14% | 7.16 CHF | 7.17 CHF | 136'000 | 136'000 | 135'986 | 135'986 | 1'001'380 CHF | 1'002'740 CHF | 96.02% | 96.02% |
07.05.2024 | 0.14% | 6.71 CHF | 6.72 CHF | 136'500 | 136'500 | 136'477 | 136'477 | 986'312 CHF | 987'677 CHF | 98.36% | 98.36% |
06.05.2024 | 0.12% | 8.19 CHF | 8.20 CHF | 105'400 | 105'400 | 105'400 | 105'400 | 908'562 CHF | 909'616 CHF | 99.89% | 99.89% |
03.05.2024 | 0.17% | 10.66 CHF | 10.68 CHF | 62'500 | 62'500 | 62'500 | 62'500 | 760'547 CHF | 761'797 CHF | 99.46% | 99.46% |
02.05.2024 | 0.12% | 17.24 CHF | 17.26 CHF | 45'900 | 45'900 | 45'900 | 45'900 | 792'197 CHF | 793'115 CHF | 99.40% | 99.40% |
30.04.2024 | 0.15% | 15.02 CHF | 15.04 CHF | 74'800 | 74'800 | 74'772 | 74'772 | 1'001'960 CHF | 1'003'450 CHF | 99.95% | 99.95% |