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 | 0.21% | 4.80 CHF | 4.81 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 2'428'760 CHF | 2'433'860 CHF | 99.85% | 99.85% |
13.05.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 2'454'780 CHF | 2'459'880 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 4.86 CHF | 4.87 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 2'511'600 CHF | 2'516'700 CHF | 100.00% | 100.00% |
08.05.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 520'000 | 520'000 | 519'919 | 519'919 | 2'282'350 CHF | 2'287'550 CHF | 99.45% | 99.45% |
07.05.2024 | 0.25% | 4.30 CHF | 4.31 CHF | 520'000 | 520'000 | 519'526 | 519'526 | 2'098'700 CHF | 2'103'900 CHF | 100.00% | 100.00% |
06.05.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 1'955'930 CHF | 1'961'230 CHF | 99.72% | 99.72% |
03.05.2024 | 0.30% | 3.44 CHF | 3.45 CHF | 530'000 | 530'000 | 523'279 | 523'279 | 1'801'450 CHF | 1'806'720 CHF | 99.25% | 99.25% |
02.05.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 1'820'770 CHF | 1'826'170 CHF | 98.84% | 98.84% |
30.04.2024 | 0.28% | 3.40 CHF | 3.41 CHF | 530'000 | 530'000 | 529'685 | 529'685 | 1'906'930 CHF | 1'912'230 CHF | 99.57% | 99.57% |
29.04.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 530'000 | 530'000 | 526'169 | 526'169 | 2'010'740 CHF | 2'016'010 CHF | 99.16% | 99.16% |