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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 779'900 | 779'900 | 779'487 | 779'487 | 3'985'700 CHF | 3'993'500 CHF | 99.63% | 99.63% |
26.04.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 789'000 | 789'000 | 789'000 | 789'000 | 3'977'720 CHF | 3'985'610 CHF | 99.67% | 99.67% |
25.04.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 765'200 | 765'200 | 764'801 | 764'801 | 3'866'670 CHF | 3'874'320 CHF | 100.00% | 100.00% |
23.04.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 777'600 | 777'600 | 777'598 | 777'598 | 3'991'460 CHF | 3'999'230 CHF | 99.58% | 99.58% |
22.04.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 791'800 | 791'800 | 790'557 | 790'557 | 3'982'800 CHF | 3'990'720 CHF | 100.00% | 100.00% |
19.04.2024 | 0.21% | 4.94 CHF | 4.95 CHF | 805'400 | 805'400 | 805'400 | 805'400 | 3'883'360 CHF | 3'891'420 CHF | 100.00% | 100.00% |
18.04.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 806'900 | 806'900 | 806'900 | 806'900 | 3'941'680 CHF | 3'949'750 CHF | 99.98% | 99.98% |
17.04.2024 | 0.20% | 4.84 CHF | 4.85 CHF | 803'600 | 803'600 | 802'326 | 802'326 | 3'944'930 CHF | 3'952'960 CHF | 100.00% | 100.00% |
16.04.2024 | 0.20% | 4.88 CHF | 4.89 CHF | 807'200 | 807'200 | 806'772 | 806'772 | 3'942'960 CHF | 3'951'030 CHF | 99.82% | 99.82% |
15.04.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 790'100 | 790'100 | 790'100 | 790'100 | 4'010'580 CHF | 4'018'480 CHF | 99.82% | 99.82% |