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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 539'000 | 539'000 | 539'000 | 539'000 | 1'551'660 CHF | 1'557'050 CHF | 100.00% | 100.00% |
16.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 548'900 | 548'900 | 548'578 | 548'578 | 1'532'910 CHF | 1'538'400 CHF | 100.00% | 100.00% |
15.05.2024 | 0.33% | 2.90 CHF | 2.91 CHF | 491'500 | 491'500 | 490'250 | 490'250 | 1'503'150 CHF | 1'508'060 CHF | 100.00% | 100.00% |
14.05.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 470'200 | 470'200 | 470'157 | 470'157 | 1'522'360 CHF | 1'527'060 CHF | 99.99% | 99.99% |
13.05.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 472'800 | 472'800 | 472'800 | 472'800 | 1'511'170 CHF | 1'515'890 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 465'800 | 465'800 | 465'800 | 465'800 | 1'489'010 CHF | 1'493'670 CHF | 99.98% | 99.98% |
08.05.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 444'900 | 444'900 | 442'376 | 442'376 | 1'527'190 CHF | 1'531'640 CHF | 99.67% | 99.67% |
07.05.2024 | 0.29% | 3.37 CHF | 3.38 CHF | 439'900 | 439'900 | 439'730 | 439'725 | 1'507'420 CHF | 1'511'810 CHF | 99.69% | 99.69% |
06.05.2024 | 0.27% | 3.58 CHF | 3.59 CHF | 400'900 | 400'900 | 400'900 | 400'900 | 1'457'440 CHF | 1'461'450 CHF | 100.00% | 100.00% |
03.05.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 356'400 | 356'400 | 356'400 | 356'400 | 1'412'700 CHF | 1'416'260 CHF | 99.95% | 99.95% |