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 | 0.27% | 3.66 CHF | 3.67 CHF | 384'300 | 384'300 | 384'291 | 384'291 | 1'439'960 CHF | 1'443'800 CHF | 99.83% | 99.83% |
13.05.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 403'400 | 403'400 | 403'400 | 403'400 | 1'444'460 CHF | 1'448'500 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 3.45 CHF | 3.46 CHF | 356'200 | 356'200 | 356'200 | 356'200 | 1'170'360 CHF | 1'173'920 CHF | 99.99% | 99.99% |
08.05.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 239'100 | 239'100 | 239'072 | 239'072 | 1'233'970 CHF | 1'236'360 CHF | 99.44% | 99.44% |
07.05.2024 | 0.14% | 5.48 CHF | 5.49 CHF | 153'700 | 153'700 | 153'608 | 153'608 | 1'091'470 CHF | 1'093'010 CHF | 100.00% | 100.00% |
06.05.2024 | 0.21% | 8.77 CHF | 8.79 CHF | 116'700 | 116'700 | 116'700 | 116'700 | 1'094'150 CHF | 1'096'480 CHF | 99.74% | 99.74% |
03.05.2024 | 0.17% | 11.61 CHF | 11.63 CHF | 99'200 | 99'200 | 99'200 | 99'200 | 1'148'850 CHF | 1'150'830 CHF | 99.40% | 99.40% |
02.05.2024 | 0.16% | 12.72 CHF | 12.74 CHF | 104'900 | 104'900 | 104'900 | 104'900 | 1'314'960 CHF | 1'317'050 CHF | 99.60% | 99.60% |
30.04.2024 | 0.18% | 12.65 CHF | 12.67 CHF | 133'400 | 133'400 | 133'346 | 133'346 | 1'472'030 CHF | 1'474'700 CHF | 99.99% | 99.99% |
29.04.2024 | 0.22% | 9.71 CHF | 9.73 CHF | 142'600 | 142'600 | 141'580 | 141'580 | 1'337'860 CHF | 1'340'700 CHF | 99.66% | 99.66% |