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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 548'600 | 548'600 | 548'600 | 548'600 | 1'718'590 CHF | 1'724'080 CHF | 99.57% | 99.57% |
30.04.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 562'100 | 562'100 | 561'904 | 561'904 | 1'725'360 CHF | 1'730'980 CHF | 99.99% | 99.99% |
29.04.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 565'300 | 565'300 | 565'300 | 565'300 | 1'706'050 CHF | 1'711'700 CHF | 99.60% | 99.60% |
26.04.2024 | 0.32% | 3.03 CHF | 3.04 CHF | 544'500 | 544'500 | 544'500 | 544'500 | 1'672'960 CHF | 1'678'410 CHF | 98.84% | 98.84% |
25.04.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 571'100 | 571'100 | 571'070 | 571'070 | 1'782'390 CHF | 1'788'100 CHF | 100.00% | 100.00% |
24.04.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 595'900 | 595'900 | 595'900 | 595'900 | 1'763'910 CHF | 1'769'870 CHF | 100.00% | 100.00% |
23.04.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 559'300 | 559'300 | 559'258 | 559'266 | 1'623'740 CHF | 1'629'350 CHF | 100.00% | 100.00% |
22.04.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 538'500 | 538'500 | 538'500 | 538'500 | 1'675'910 CHF | 1'681'290 CHF | 100.00% | 100.00% |
19.04.2024 | 0.30% | 3.21 CHF | 3.22 CHF | 522'000 | 522'000 | 522'000 | 521'999 | 1'716'020 CHF | 1'721'230 CHF | 100.00% | 100.00% |
18.04.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 522'400 | 522'400 | 522'400 | 522'400 | 1'704'680 CHF | 1'709'910 CHF | 99.99% | 99.99% |