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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.20% | 83.23 CHF | 83.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 829'650 CHF | 831'350 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 82.82 CHF | 82.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'251'670 CHF | 1'254'220 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 79.55 CHF | 79.71 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'192'330 CHF | 1'194'730 CHF | 100.00% | 100.00% |
07.05.2024 | 0.20% | 78.19 CHF | 78.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'147'590 CHF | 1'149'880 CHF | 100.00% | 100.00% |
06.05.2024 | 0.20% | 74.48 CHF | 74.63 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'110'090 CHF | 1'112'340 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 71.90 CHF | 72.05 CHF | 15'000 | 15'000 | 14'930 | 14'930 | 1'076'390 CHF | 1'078'630 CHF | 100.00% | 100.00% |
02.05.2024 | 0.22% | 71.04 CHF | 71.19 CHF | 15'000 | 15'000 | 14'868 | 14'868 | 1'058'250 CHF | 1'060'490 CHF | 99.94% | 99.94% |
30.04.2024 | 0.21% | 72.38 CHF | 72.53 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'118'440 CHF | 1'120'830 CHF | 100.00% | 100.00% |
29.04.2024 | 0.21% | 75.86 CHF | 76.02 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'152'240 CHF | 1'154'640 CHF | 100.00% | 100.00% |
26.04.2024 | 0.20% | 77.17 CHF | 77.32 CHF | 15'000 | 15'000 | 14'967 | 14'967 | 1'134'850 CHF | 1'137'090 CHF | 100.00% | 100.00% |