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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.17% | 22.90 CHF | 22.94 CHF | 29'100 | 29'100 | 29'100 | 29'100 | 676'357 CHF | 677'521 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 21.11 CHF | 21.15 CHF | 31'200 | 31'200 | 31'196 | 31'196 | 656'931 CHF | 658'179 CHF | 99.67% | 99.67% |
07.05.2024 | 0.15% | 20.39 CHF | 20.42 CHF | 33'800 | 33'800 | 33'792 | 33'792 | 660'702 CHF | 661'716 CHF | 99.68% | 99.68% |
06.05.2024 | 0.16% | 18.55 CHF | 18.58 CHF | 35'600 | 35'600 | 35'600 | 35'600 | 653'493 CHF | 654'561 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 17.46 CHF | 17.49 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 649'100 CHF | 650'210 CHF | 99.83% | 99.83% |
02.05.2024 | 0.18% | 16.98 CHF | 17.01 CHF | 35'500 | 35'500 | 35'500 | 35'500 | 605'908 CHF | 606'973 CHF | 99.53% | 99.53% |
30.04.2024 | 0.16% | 17.52 CHF | 17.55 CHF | 32'700 | 32'700 | 32'683 | 32'683 | 611'206 CHF | 612'197 CHF | 99.99% | 99.99% |
29.04.2024 | 0.20% | 19.38 CHF | 19.42 CHF | 31'600 | 31'600 | 31'595 | 31'595 | 627'529 CHF | 628'793 CHF | 99.61% | 99.61% |
26.04.2024 | 0.15% | 20.04 CHF | 20.07 CHF | 35'100 | 35'100 | 35'100 | 35'100 | 679'403 CHF | 680'456 CHF | 99.60% | 99.60% |
25.04.2024 | 0.22% | 17.91 CHF | 17.95 CHF | 32'600 | 32'600 | 32'600 | 32'600 | 592'938 CHF | 594'242 CHF | 99.94% | 99.94% |