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 | 0.26% | 3.69 CHF | 3.70 CHF | 913'000 | 913'000 | 912'368 | 912'368 | 3'498'890 CHF | 3'508'020 CHF | 100.00% | 100.00% |
15.05.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 964'000 | 964'000 | 961'438 | 961'438 | 3'701'360 CHF | 3'711'000 CHF | 99.54% | 99.54% |
14.05.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 953'800 | 953'800 | 953'760 | 953'760 | 3'512'070 CHF | 3'521'600 CHF | 99.83% | 99.83% |
13.05.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 940'300 | 940'300 | 940'300 | 940'300 | 3'505'910 CHF | 3'515'310 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 969'700 | 969'700 | 969'700 | 969'700 | 3'710'730 CHF | 3'720'420 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 1'063'100 | 1'063'100 | 1'062'980 | 1'062'980 | 3'590'050 CHF | 3'600'680 CHF | 99.44% | 99.44% |
07.05.2024 | 0.32% | 3.31 CHF | 3.32 CHF | 1'165'100 | 1'165'100 | 1'164'410 | 1'164'410 | 3'642'610 CHF | 3'654'270 CHF | 100.00% | 100.00% |
06.05.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 1'239'900 | 1'239'900 | 1'239'900 | 1'239'900 | 3'589'310 CHF | 3'601'710 CHF | 99.73% | 99.73% |
03.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 1'289'400 | 1'289'400 | 1'289'400 | 1'289'400 | 3'516'100 CHF | 3'528'990 CHF | 99.44% | 99.44% |
02.05.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 1'269'100 | 1'269'100 | 1'269'100 | 1'269'100 | 3'394'680 CHF | 3'407'380 CHF | 99.64% | 99.64% |