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% | 8.29 CHF | 8.30 CHF | 122'900 | 122'900 | 125'117 | 125'117 | 1'034'530 CHF | 1'035'780 CHF | 99.99% | 99.99% |
15.05.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 126'800 | 126'800 | 128'583 | 128'583 | 1'035'100 CHF | 1'036'390 CHF | 99.61% | 99.61% |
14.05.2024 | 0.13% | 7.97 CHF | 7.98 CHF | 130'300 | 130'300 | 130'480 | 130'480 | 1'017'870 CHF | 1'019'170 CHF | 99.29% | 99.29% |
13.05.2024 | 0.13% | 7.76 CHF | 7.77 CHF | 130'700 | 130'700 | 131'300 | 131'300 | 1'014'760 CHF | 1'016'080 CHF | 100.00% | 100.00% |
10.05.2024 | 0.13% | 7.59 CHF | 7.60 CHF | 131'700 | 131'700 | 134'987 | 134'987 | 1'034'420 CHF | 1'035'770 CHF | 99.61% | 99.61% |
08.05.2024 | 0.13% | 7.47 CHF | 7.48 CHF | 135'200 | 135'200 | 133'693 | 133'693 | 999'378 CHF | 1'000'710 CHF | 98.95% | 98.95% |
07.05.2024 | 0.13% | 7.68 CHF | 7.69 CHF | 132'700 | 132'700 | 132'267 | 132'267 | 1'007'610 CHF | 1'008'930 CHF | 99.34% | 99.34% |
06.05.2024 | 0.13% | 7.66 CHF | 7.67 CHF | 132'000 | 132'000 | 133'675 | 133'675 | 1'022'070 CHF | 1'023'400 CHF | 100.00% | 100.00% |
03.05.2024 | 0.13% | 7.61 CHF | 7.62 CHF | 134'800 | 134'800 | 137'757 | 137'757 | 1'036'450 CHF | 1'037'830 CHF | 99.84% | 99.84% |
02.05.2024 | 0.14% | 7.18 CHF | 7.19 CHF | 139'700 | 139'700 | 141'796 | 141'796 | 1'023'000 CHF | 1'024'420 CHF | 99.99% | 99.99% |