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 | 0.18% | 5.58 CHF | 5.59 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 2'823'090 CHF | 2'828'190 CHF | 99.85% | 99.85% |
13.05.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 2'847'920 CHF | 2'853'020 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 2'904'760 CHF | 2'909'860 CHF | 99.99% | 99.99% |
08.05.2024 | 0.19% | 5.13 CHF | 5.14 CHF | 510'000 | 510'000 | 509'906 | 509'906 | 2'630'460 CHF | 2'635'560 CHF | 99.45% | 99.45% |
07.05.2024 | 0.21% | 5.07 CHF | 5.08 CHF | 510'000 | 510'000 | 509'532 | 509'532 | 2'448'320 CHF | 2'453'420 CHF | 100.00% | 100.00% |
06.05.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 2'315'100 CHF | 2'320'300 CHF | 99.72% | 99.72% |
03.05.2024 | 0.25% | 4.19 CHF | 4.20 CHF | 520'000 | 520'000 | 513'415 | 513'415 | 2'155'600 CHF | 2'160'780 CHF | 99.26% | 99.26% |
02.05.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 2'186'180 CHF | 2'191'480 CHF | 98.83% | 98.83% |
30.04.2024 | 0.23% | 4.15 CHF | 4.16 CHF | 520'000 | 520'000 | 519'704 | 519'704 | 2'264'070 CHF | 2'269'270 CHF | 99.73% | 99.73% |
29.04.2024 | 0.23% | 4.53 CHF | 4.54 CHF | 520'000 | 520'000 | 516'236 | 516'236 | 2'363'400 CHF | 2'368'560 CHF | 99.14% | 99.14% |