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 | 0.26% | 4.69 CHF | 4.70 CHF | 510'000 | 510'000 | 490'083 | 490'083 | 2'237'650 CHF | 2'242'660 CHF | 99.54% | 99.54% |
14.05.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 2'276'040 CHF | 2'281'240 CHF | 99.85% | 99.85% |
13.05.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 2'303'510 CHF | 2'308'710 CHF | 100.00% | 100.00% |
10.05.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 2'361'240 CHF | 2'366'440 CHF | 100.00% | 100.00% |
08.05.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 520'000 | 520'000 | 519'915 | 519'915 | 2'083'840 CHF | 2'089'040 CHF | 99.41% | 99.41% |
07.05.2024 | 0.27% | 3.92 CHF | 3.93 CHF | 530'000 | 530'000 | 529'501 | 529'501 | 1'937'930 CHF | 1'943'230 CHF | 100.00% | 100.00% |
06.05.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 1'789'130 CHF | 1'794'530 CHF | 99.74% | 99.74% |
03.05.2024 | 0.34% | 3.06 CHF | 3.07 CHF | 540'000 | 540'000 | 533'214 | 533'214 | 1'636'960 CHF | 1'642'340 CHF | 99.28% | 99.28% |
02.05.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 1'651'280 CHF | 1'656'780 CHF | 98.95% | 98.95% |
30.04.2024 | 0.31% | 3.03 CHF | 3.04 CHF | 540'000 | 540'000 | 539'678 | 539'678 | 1'742'180 CHF | 1'747'580 CHF | 99.73% | 99.73% |