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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.14% | 36.55 CHF | 36.60 CHF | 77'600 | 77'600 | 77'587 | 77'587 | 2'778'260 CHF | 2'782'140 CHF | 98.36% | 98.36% |
06.05.2024 | 0.15% | 34.70 CHF | 34.75 CHF | 81'700 | 81'700 | 81'700 | 81'700 | 2'794'240 CHF | 2'798'330 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 32.70 CHF | 32.75 CHF | 89'600 | 89'600 | 89'600 | 89'600 | 2'856'280 CHF | 2'860'760 CHF | 99.92% | 99.92% |
02.05.2024 | 0.17% | 29.55 CHF | 29.60 CHF | 95'300 | 95'300 | 95'300 | 95'300 | 2'809'840 CHF | 2'814'600 CHF | 99.54% | 99.54% |
30.04.2024 | 0.15% | 31.85 CHF | 31.90 CHF | 82'800 | 82'800 | 82'768 | 82'768 | 2'724'850 CHF | 2'728'990 CHF | 99.99% | 99.99% |
29.04.2024 | 0.15% | 33.00 CHF | 33.05 CHF | 84'100 | 84'100 | 84'083 | 84'083 | 2'789'150 CHF | 2'793'360 CHF | 99.57% | 99.57% |
26.04.2024 | 0.16% | 32.65 CHF | 32.70 CHF | 90'800 | 90'800 | 90'800 | 90'800 | 2'882'650 CHF | 2'887'190 CHF | 99.13% | 99.13% |
25.04.2024 | 0.17% | 28.10 CHF | 28.15 CHF | 88'300 | 88'300 | 88'287 | 88'287 | 2'525'230 CHF | 2'529'650 CHF | 99.98% | 99.98% |
23.04.2024 | 0.18% | 29.95 CHF | 30.00 CHF | 96'200 | 96'200 | 96'189 | 96'189 | 2'729'940 CHF | 2'734'760 CHF | 100.00% | 100.00% |
22.04.2024 | 0.19% | 26.00 CHF | 26.05 CHF | 100'800 | 100'800 | 100'781 | 100'781 | 2'716'210 CHF | 2'721'250 CHF | 100.00% | 100.00% |