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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 108'200 | 108'200 | 112'974 | 112'974 | 940'187 CHF | 941'318 CHF | 100.00% | 100.00% |
06.05.2024 | 0.12% | 8.46 CHF | 8.47 CHF | 113'700 | 113'700 | 113'700 | 113'700 | 955'510 CHF | 956'647 CHF | 100.00% | 100.00% |
03.05.2024 | 0.13% | 7.85 CHF | 7.86 CHF | 113'700 | 113'700 | 114'845 | 114'845 | 915'010 CHF | 916'158 CHF | 98.14% | 98.14% |
02.05.2024 | 0.12% | 8.12 CHF | 8.13 CHF | 115'000 | 115'000 | 111'917 | 111'917 | 903'942 CHF | 905'061 CHF | 99.98% | 99.98% |
30.04.2024 | 0.12% | 8.06 CHF | 8.07 CHF | 110'300 | 110'300 | 104'612 | 104'612 | 871'576 CHF | 872'623 CHF | 99.76% | 99.76% |
29.04.2024 | 0.11% | 8.86 CHF | 8.87 CHF | 103'900 | 103'900 | 101'753 | 101'753 | 908'075 CHF | 909'092 CHF | 99.98% | 99.98% |
26.04.2024 | 0.11% | 8.90 CHF | 8.91 CHF | 101'500 | 101'500 | 106'111 | 106'111 | 968'689 CHF | 969'750 CHF | 99.27% | 99.27% |
25.04.2024 | 0.11% | 8.91 CHF | 8.92 CHF | 106'700 | 106'700 | 106'256 | 106'256 | 928'329 CHF | 929'391 CHF | 99.58% | 99.58% |
23.04.2024 | 0.12% | 8.58 CHF | 8.59 CHF | 104'300 | 104'300 | 102'880 | 102'880 | 854'747 CHF | 855'775 CHF | 99.34% | 99.34% |
22.04.2024 | 0.11% | 8.97 CHF | 8.98 CHF | 102'700 | 102'700 | 93'760 | 93'760 | 873'362 CHF | 874'300 CHF | 100.00% | 100.00% |