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 | 0.15% | 139.80 CHF | 140.00 CHF | 12'500 | 12'500 | 12'468 | 12'468 | 1'649'010 CHF | 1'651'510 CHF | 99.52% | 99.52% |
14.05.2024 | 0.17% | 122.00 CHF | 122.20 CHF | 12'100 | 12'100 | 12'099 | 12'099 | 1'443'160 CHF | 1'445'580 CHF | 99.80% | 99.80% |
13.05.2024 | 0.16% | 124.60 CHF | 124.80 CHF | 11'600 | 11'600 | 11'600 | 11'600 | 1'437'590 CHF | 1'439'910 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 128.40 CHF | 128.60 CHF | 12'700 | 12'700 | 12'700 | 12'700 | 1'690'930 CHF | 1'693'470 CHF | 99.99% | 99.99% |
08.05.2024 | 0.10% | 94.70 CHF | 94.80 CHF | 16'400 | 16'400 | 16'398 | 16'398 | 1'580'560 CHF | 1'582'200 CHF | 99.44% | 99.44% |
07.05.2024 | 0.13% | 90.90 CHF | 91.00 CHF | 21'200 | 21'200 | 21'188 | 21'188 | 1'684'760 CHF | 1'686'880 CHF | 100.00% | 100.00% |
06.05.2024 | 0.15% | 68.00 CHF | 68.10 CHF | 25'200 | 25'200 | 25'200 | 25'200 | 1'644'810 CHF | 1'647'330 CHF | 99.73% | 99.73% |
03.05.2024 | 0.18% | 55.70 CHF | 55.80 CHF | 28'300 | 28'300 | 28'300 | 28'300 | 1'580'670 CHF | 1'583'500 CHF | 99.33% | 99.33% |
02.05.2024 | 0.19% | 52.40 CHF | 52.50 CHF | 26'900 | 26'900 | 26'900 | 26'900 | 1'427'180 CHF | 1'429'870 CHF | 99.52% | 99.52% |
30.04.2024 | 0.16% | 52.85 CHF | 52.95 CHF | 21'000 | 21'000 | 20'993 | 20'993 | 1'310'470 CHF | 1'312'570 CHF | 99.99% | 99.99% |