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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.31% | 3.36 CHF | 3.37 CHF | 722'600 | 722'600 | 722'600 | 722'600 | 2'325'390 CHF | 2'332'610 CHF | 99.95% | 99.95% |
17.04.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 723'300 | 723'300 | 722'097 | 722'097 | 2'431'960 CHF | 2'439'190 CHF | 100.00% | 100.00% |
16.04.2024 | 0.31% | 3.12 CHF | 3.13 CHF | 605'700 | 605'700 | 605'697 | 605'697 | 1'963'210 CHF | 1'969'260 CHF | 99.88% | 99.88% |
15.04.2024 | 0.25% | 3.82 CHF | 3.83 CHF | 638'800 | 638'800 | 638'800 | 638'800 | 2'580'720 CHF | 2'587'100 CHF | 99.81% | 99.81% |
12.04.2024 | 0.25% | 3.51 CHF | 3.52 CHF | 628'400 | 628'400 | 628'400 | 628'400 | 2'503'310 CHF | 2'509'590 CHF | 100.00% | 100.00% |
11.04.2024 | 0.26% | 3.67 CHF | 3.68 CHF | 572'600 | 572'600 | 572'593 | 572'593 | 2'230'700 CHF | 2'236'430 CHF | 99.28% | 99.28% |
10.04.2024 | 0.23% | 4.14 CHF | 4.15 CHF | 578'900 | 578'900 | 578'900 | 578'900 | 2'496'440 CHF | 2'502'220 CHF | 99.72% | 99.72% |
09.04.2024 | 0.22% | 4.10 CHF | 4.11 CHF | 492'800 | 492'800 | 492'800 | 492'800 | 2'197'020 CHF | 2'201'950 CHF | 99.98% | 99.98% |
08.04.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 533'300 | 533'300 | 533'300 | 533'300 | 2'550'110 CHF | 2'555'440 CHF | 100.00% | 100.00% |
05.04.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 459'000 | 459'000 | 459'000 | 459'000 | 2'000'410 CHF | 2'005'000 CHF | 99.99% | 99.99% |