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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.35% | 41.70 CHF | 41.85 CHF | 22'200 | 22'200 | 22'198 | 22'198 | 958'621 CHF | 961'951 CHF | 99.99% | 99.99% |
13.05.2024 | 0.35% | 43.65 CHF | 43.80 CHF | 22'600 | 22'600 | 22'600 | 22'600 | 980'463 CHF | 983'853 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 44.45 CHF | 44.60 CHF | 21'700 | 21'700 | 21'700 | 21'700 | 990'940 CHF | 994'195 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 43.60 CHF | 43.75 CHF | 22'300 | 22'300 | 22'297 | 22'297 | 931'429 CHF | 934'774 CHF | 99.63% | 99.63% |
07.05.2024 | 0.35% | 42.90 CHF | 43.05 CHF | 22'200 | 22'200 | 22'188 | 22'188 | 960'571 CHF | 963'901 CHF | 100.00% | 100.00% |
06.05.2024 | 0.34% | 43.90 CHF | 44.05 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 994'960 CHF | 998'335 CHF | 100.00% | 100.00% |
03.05.2024 | 0.33% | 43.75 CHF | 43.90 CHF | 21'900 | 21'900 | 21'900 | 21'900 | 979'725 CHF | 983'010 CHF | 99.92% | 99.92% |
02.05.2024 | 0.33% | 43.75 CHF | 43.90 CHF | 22'100 | 22'100 | 22'100 | 22'100 | 1'002'850 CHF | 1'006'170 CHF | 99.95% | 99.95% |
30.04.2024 | 0.36% | 51.40 CHF | 51.60 CHF | 19'200 | 19'200 | 19'192 | 19'192 | 1'018'410 CHF | 1'022'090 CHF | 99.98% | 99.98% |
29.04.2024 | 0.37% | 53.20 CHF | 53.40 CHF | 18'500 | 18'500 | 18'498 | 18'498 | 1'010'030 CHF | 1'013'730 CHF | 100.00% | 100.00% |