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 | 0.24% | 4.22 CHF | 4.23 CHF | 259'900 | 259'900 | 259'244 | 259'244 | 1'069'180 CHF | 1'071'780 CHF | 100.00% | 100.00% |
14.05.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 265'600 | 265'600 | 265'574 | 265'574 | 1'052'100 CHF | 1'054'760 CHF | 100.00% | 100.00% |
13.05.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 268'400 | 268'400 | 268'400 | 268'400 | 1'057'900 CHF | 1'060'580 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 3.91 CHF | 3.92 CHF | 259'700 | 259'700 | 259'696 | 259'700 | 1'035'490 CHF | 1'038'110 CHF | 100.00% | 100.00% |
08.05.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 261'300 | 261'300 | 261'275 | 261'275 | 1'039'530 CHF | 1'042'150 CHF | 99.77% | 99.77% |
07.05.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 264'000 | 264'000 | 263'960 | 263'961 | 1'063'180 CHF | 1'065'820 CHF | 98.32% | 98.32% |
06.05.2024 | 0.25% | 3.91 CHF | 3.92 CHF | 264'700 | 264'700 | 264'700 | 264'700 | 1'051'660 CHF | 1'054'300 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 275'700 | 275'700 | 275'700 | 275'700 | 1'055'660 CHF | 1'058'420 CHF | 99.98% | 99.98% |
02.05.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 281'400 | 281'400 | 281'296 | 281'400 | 1'033'260 CHF | 1'036'460 CHF | 99.58% | 99.58% |
30.04.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 284'300 | 284'300 | 284'184 | 284'184 | 1'023'400 CHF | 1'026'240 CHF | 100.00% | 100.00% |