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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 3'020'600 CHF | 3'025'700 CHF | 99.81% | 99.81% |
13.05.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 3'044'860 CHF | 3'049'960 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.01 CHF | 6.02 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 3'101'750 CHF | 3'106'850 CHF | 100.00% | 100.00% |
08.05.2024 | 0.18% | 5.51 CHF | 5.52 CHF | 510'000 | 510'000 | 509'919 | 509'919 | 2'827'120 CHF | 2'832'220 CHF | 99.41% | 99.41% |
07.05.2024 | 0.19% | 5.45 CHF | 5.46 CHF | 510'000 | 510'000 | 509'532 | 509'532 | 2'644'460 CHF | 2'649'560 CHF | 100.00% | 100.00% |
06.05.2024 | 0.21% | 4.91 CHF | 4.92 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 2'514'180 CHF | 2'519'380 CHF | 99.74% | 99.74% |
03.05.2024 | 0.23% | 4.57 CHF | 4.58 CHF | 520'000 | 520'000 | 513'424 | 513'424 | 2'351'360 CHF | 2'356'530 CHF | 99.29% | 99.29% |
02.05.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 2'342'740 CHF | 2'347'940 CHF | 98.93% | 98.93% |
30.04.2024 | 0.21% | 4.53 CHF | 4.54 CHF | 520'000 | 520'000 | 519'701 | 519'701 | 2'462'260 CHF | 2'467'460 CHF | 99.65% | 99.65% |
29.04.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 520'000 | 520'000 | 516'250 | 516'250 | 2'560'240 CHF | 2'565'410 CHF | 99.28% | 99.28% |