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 | 0.57% | 2.20 CHF | 2.21 CHF | 510'000 | 510'000 | 490'428 | 490'428 | 1'019'600 CHF | 1'024'620 CHF | 99.47% | 99.47% |
14.05.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 987'109 CHF | 992'309 CHF | 99.82% | 99.82% |
13.05.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 1'017'870 CHF | 1'023'070 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 2.01 CHF | 2.02 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 1'097'820 CHF | 1'103'120 CHF | 100.00% | 100.00% |
08.05.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 550'000 | 550'000 | 549'920 | 549'920 | 857'145 CHF | 862'645 CHF | 99.41% | 99.41% |
07.05.2024 | 0.82% | 1.47 CHF | 1.48 CHF | 610'000 | 610'000 | 609'448 | 609'448 | 749'030 CHF | 755'130 CHF | 100.00% | 100.00% |
06.05.2024 | 1.07% | 1.00 CHF | 1.01 CHF | 710'000 | 710'000 | 710'000 | 710'000 | 665'747 CHF | 672'847 CHF | 99.74% | 99.74% |
03.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 780'000 | 780'000 | 770'096 | 770'096 | 591'808 CHF | 599'575 CHF | 99.27% | 99.27% |
02.05.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 770'000 | 770'000 | 770'000 | 770'000 | 563'041 CHF | 570'741 CHF | 98.94% | 98.94% |
30.04.2024 | 1.10% | 0.75 CHF | 0.76 CHF | 650'000 | 650'000 | 649'612 | 649'612 | 588'614 CHF | 595'114 CHF | 99.74% | 99.74% |