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 | 0.47% | 2.16 CHF | 2.17 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 1'193'070 CHF | 1'198'670 CHF | 99.83% | 99.83% |
13.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 1'223'060 CHF | 1'228'660 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 570'000 | 570'000 | 570'000 | 570'000 | 1'304'620 CHF | 1'310'320 CHF | 100.00% | 100.00% |
08.05.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 600'000 | 600'000 | 599'912 | 599'912 | 1'082'120 CHF | 1'088'120 CHF | 99.44% | 99.44% |
07.05.2024 | 0.67% | 1.73 CHF | 1.74 CHF | 670'000 | 670'000 | 669'367 | 669'367 | 1'007'880 CHF | 1'014'580 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 1.28 CHF | 1.29 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 919'083 CHF | 926'583 CHF | 99.72% | 99.72% |
03.05.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 800'000 | 800'000 | 789'862 | 789'862 | 837'136 CHF | 845'102 CHF | 99.26% | 99.26% |
02.05.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 790'000 | 790'000 | 790'000 | 790'000 | 807'717 CHF | 815'617 CHF | 98.89% | 98.89% |
30.04.2024 | 0.84% | 1.04 CHF | 1.05 CHF | 690'000 | 690'000 | 689'609 | 689'609 | 821'328 CHF | 828'228 CHF | 99.74% | 99.74% |
29.04.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 690'000 | 690'000 | 685'072 | 685'072 | 946'188 CHF | 953'042 CHF | 99.21% | 99.21% |