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 | 0.35% | 3.53 CHF | 3.54 CHF | 520'000 | 520'000 | 499'667 | 499'667 | 1'706'550 CHF | 1'711'670 CHF | 99.54% | 99.54% |
14.05.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 1'713'860 CHF | 1'719'160 CHF | 99.83% | 99.83% |
13.05.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 1'743'160 CHF | 1'748'460 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 3.34 CHF | 3.35 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 1'801'150 CHF | 1'806'450 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 540'000 | 540'000 | 539'920 | 539'920 | 1'553'580 CHF | 1'558'980 CHF | 99.45% | 99.45% |
07.05.2024 | 0.39% | 2.79 CHF | 2.80 CHF | 560'000 | 560'000 | 559'486 | 559'486 | 1'422'520 CHF | 1'428'120 CHF | 100.00% | 100.00% |
06.05.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 590'000 | 590'000 | 590'000 | 590'000 | 1'306'640 CHF | 1'312'540 CHF | 99.72% | 99.72% |
03.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 610'000 | 610'000 | 602'320 | 602'320 | 1'203'700 CHF | 1'209'780 CHF | 99.25% | 99.25% |
02.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 610'000 | 610'000 | 610'000 | 610'000 | 1'184'710 CHF | 1'190'810 CHF | 98.82% | 98.82% |
30.04.2024 | 0.46% | 1.97 CHF | 1.98 CHF | 580'000 | 580'000 | 579'670 | 579'670 | 1'247'160 CHF | 1'252'960 CHF | 99.73% | 99.73% |