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 | 0.19% | 10.92 CHF | 10.94 CHF | 26'500 | 26'500 | 26'431 | 26'431 | 281'162 CHF | 281'692 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 10.63 CHF | 10.65 CHF | 26'600 | 26'600 | 26'600 | 26'600 | 279'665 CHF | 280'197 CHF | 99.31% | 99.31% |
13.05.2024 | 0.20% | 10.26 CHF | 10.28 CHF | 27'200 | 27'200 | 27'200 | 27'200 | 277'249 CHF | 277'793 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 10.39 CHF | 10.41 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 285'893 CHF | 286'433 CHF | 99.99% | 99.99% |
08.05.2024 | 0.19% | 10.60 CHF | 10.62 CHF | 27'100 | 27'100 | 27'100 | 27'100 | 285'910 CHF | 286'452 CHF | 99.77% | 99.77% |
07.05.2024 | 0.17% | 11.43 CHF | 11.45 CHF | 24'800 | 24'800 | 24'796 | 24'796 | 285'790 CHF | 286'286 CHF | 98.37% | 98.37% |
06.05.2024 | 0.18% | 11.54 CHF | 11.56 CHF | 26'700 | 26'700 | 26'700 | 26'700 | 302'514 CHF | 303'048 CHF | 100.00% | 100.00% |
03.05.2024 | 0.19% | 10.48 CHF | 10.50 CHF | 26'700 | 26'700 | 26'700 | 26'700 | 273'777 CHF | 274'311 CHF | 99.86% | 99.86% |
02.05.2024 | 0.19% | 10.24 CHF | 10.26 CHF | 26'700 | 26'700 | 26'700 | 26'700 | 279'348 CHF | 279'882 CHF | 99.58% | 99.58% |
30.04.2024 | 0.18% | 10.61 CHF | 10.63 CHF | 26'200 | 26'200 | 26'189 | 26'189 | 285'995 CHF | 286'519 CHF | 100.00% | 100.00% |