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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 211'300 | 211'300 | 211'124 | 211'124 | 1'718'240 CHF | 1'720'350 CHF | 99.99% | 99.99% |
15.05.2024 | 0.13% | 7.89 CHF | 7.90 CHF | 227'800 | 227'800 | 227'207 | 227'207 | 1'713'850 CHF | 1'716'130 CHF | 100.00% | 100.00% |
14.05.2024 | 0.14% | 7.28 CHF | 7.29 CHF | 234'100 | 234'100 | 234'100 | 234'100 | 1'703'600 CHF | 1'705'940 CHF | 99.51% | 99.51% |
13.05.2024 | 0.13% | 7.45 CHF | 7.46 CHF | 228'700 | 228'700 | 228'700 | 228'700 | 1'711'200 CHF | 1'713'490 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 7.33 CHF | 7.34 CHF | 234'900 | 234'900 | 234'900 | 234'900 | 1'735'090 CHF | 1'737'440 CHF | 99.99% | 99.99% |
08.05.2024 | 0.16% | 6.45 CHF | 6.46 CHF | 262'600 | 262'600 | 262'575 | 262'575 | 1'667'050 CHF | 1'669'670 CHF | 99.67% | 99.67% |
07.05.2024 | 0.16% | 6.46 CHF | 6.47 CHF | 264'200 | 264'200 | 264'143 | 264'143 | 1'685'910 CHF | 1'688'550 CHF | 99.50% | 99.50% |
06.05.2024 | 0.16% | 6.12 CHF | 6.13 CHF | 273'900 | 273'900 | 273'900 | 273'900 | 1'696'140 CHF | 1'698'880 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 5.86 CHF | 5.87 CHF | 302'100 | 302'100 | 302'100 | 302'100 | 1'777'240 CHF | 1'780'260 CHF | 99.98% | 99.98% |
02.05.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 324'600 | 324'600 | 324'600 | 324'600 | 1'696'530 CHF | 1'699'780 CHF | 99.54% | 99.54% |