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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 620'000 | 620'000 | 620'000 | 620'000 | 3'593'150 CHF | 3'599'350 CHF | 99.73% | 99.73% |
03.05.2024 | 0.18% | 5.45 CHF | 5.46 CHF | 644'700 | 644'700 | 644'700 | 644'700 | 3'521'430 CHF | 3'527'880 CHF | 99.43% | 99.43% |
02.05.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 634'600 | 634'600 | 634'600 | 634'600 | 3'401'160 CHF | 3'407'510 CHF | 99.56% | 99.56% |
30.04.2024 | 0.18% | 5.37 CHF | 5.38 CHF | 587'900 | 587'900 | 587'665 | 587'665 | 3'323'830 CHF | 3'329'700 CHF | 99.99% | 99.99% |
29.04.2024 | 0.17% | 5.89 CHF | 5.90 CHF | 576'600 | 576'600 | 572'459 | 572'459 | 3'407'910 CHF | 3'413'630 CHF | 99.60% | 99.60% |
26.04.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 630'300 | 630'300 | 630'300 | 630'300 | 3'642'730 CHF | 3'649'040 CHF | 99.12% | 99.12% |
25.04.2024 | 0.18% | 5.41 CHF | 5.42 CHF | 587'500 | 587'500 | 587'466 | 587'466 | 3'227'170 CHF | 3'233'050 CHF | 99.97% | 99.97% |
24.04.2024 | 0.17% | 5.79 CHF | 5.80 CHF | 575'800 | 575'800 | 575'579 | 575'579 | 3'487'400 CHF | 3'493'160 CHF | 100.00% | 100.00% |
23.04.2024 | 0.18% | 5.95 CHF | 5.96 CHF | 636'800 | 636'800 | 636'712 | 636'712 | 3'635'440 CHF | 3'641'810 CHF | 100.00% | 100.00% |
22.04.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 665'900 | 665'900 | 665'766 | 665'766 | 3'480'360 CHF | 3'487'020 CHF | 100.00% | 100.00% |