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 | 0.40% | 2.52 CHF | 2.53 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 1'344'840 CHF | 1'350'240 CHF | 99.81% | 99.81% |
13.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 1'374'560 CHF | 1'379'960 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 1'458'800 CHF | 1'464'300 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 570'000 | 570'000 | 569'917 | 569'917 | 1'225'990 CHF | 1'231'690 CHF | 99.45% | 99.45% |
07.05.2024 | 0.55% | 2.07 CHF | 2.08 CHF | 620'000 | 620'000 | 619'442 | 619'442 | 1'137'770 CHF | 1'143'970 CHF | 100.00% | 100.00% |
06.05.2024 | 0.65% | 1.59 CHF | 1.60 CHF | 670'000 | 670'000 | 670'000 | 670'000 | 1'029'090 CHF | 1'035'790 CHF | 99.72% | 99.72% |
03.05.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 710'000 | 710'000 | 701'005 | 701'005 | 946'514 CHF | 953'584 CHF | 99.25% | 99.25% |
02.05.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 710'000 | 710'000 | 710'000 | 710'000 | 926'885 CHF | 933'985 CHF | 98.90% | 98.90% |
30.04.2024 | 0.67% | 1.33 CHF | 1.34 CHF | 640'000 | 640'000 | 639'637 | 639'637 | 953'984 CHF | 960'384 CHF | 99.73% | 99.73% |
29.04.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 640'000 | 640'000 | 635'381 | 635'381 | 1'075'390 CHF | 1'081'740 CHF | 99.19% | 99.19% |