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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.18% | 6.01 CHF | 6.02 CHF | 383'800 | 383'800 | 382'840 | 382'841 | 2'162'990 CHF | 2'166'830 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 5.43 CHF | 5.44 CHF | 401'700 | 401'700 | 401'658 | 401'658 | 2'131'990 CHF | 2'136'010 CHF | 99.97% | 99.97% |
13.05.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 406'100 | 406'100 | 406'100 | 406'100 | 2'155'310 CHF | 2'159'370 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.17 CHF | 5.18 CHF | 413'600 | 413'600 | 413'600 | 413'600 | 2'181'380 CHF | 2'185'520 CHF | 99.99% | 99.99% |
08.05.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 416'400 | 416'400 | 416'355 | 416'358 | 2'095'340 CHF | 2'099'520 CHF | 96.63% | 96.63% |
07.05.2024 | 0.20% | 5.20 CHF | 5.21 CHF | 415'900 | 415'900 | 415'833 | 415'833 | 2'103'380 CHF | 2'107'530 CHF | 98.36% | 98.36% |
06.05.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 447'200 | 447'200 | 447'200 | 447'200 | 2'131'420 CHF | 2'135'890 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.50 CHF | 4.51 CHF | 507'900 | 507'900 | 507'900 | 507'900 | 2'209'420 CHF | 2'214'500 CHF | 99.97% | 99.97% |
02.05.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 552'600 | 552'600 | 552'600 | 552'600 | 2'162'320 CHF | 2'167'850 CHF | 99.56% | 99.56% |
30.04.2024 | 0.22% | 4.35 CHF | 4.36 CHF | 452'100 | 452'100 | 451'979 | 451'979 | 2'057'890 CHF | 2'062'410 CHF | 100.00% | 100.00% |