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 | 0.41% | 12.35 CHF | 12.40 CHF | 70'000 | 70'000 | 69'740 | 69'740 | 861'582 CHF | 865'071 CHF | 99.29% | 99.29% |
13.05.2024 | 0.41% | 12.45 CHF | 12.50 CHF | 70'000 | 70'000 | 69'344 | 69'341 | 862'604 CHF | 866'040 CHF | 100.00% | 100.00% |
10.05.2024 | 0.41% | 12.40 CHF | 12.45 CHF | 70'000 | 70'000 | 69'389 | 69'389 | 860'688 CHF | 864'161 CHF | 99.25% | 99.25% |
08.05.2024 | 0.42% | 11.90 CHF | 11.95 CHF | 70'000 | 70'000 | 69'551 | 69'551 | 825'784 CHF | 829'264 CHF | 99.66% | 99.66% |
07.05.2024 | 0.42% | 11.90 CHF | 11.95 CHF | 70'000 | 70'000 | 69'872 | 69'872 | 829'790 CHF | 833'284 CHF | 98.87% | 98.87% |
06.05.2024 | 0.43% | 11.70 CHF | 11.75 CHF | 70'000 | 70'000 | 69'682 | 69'682 | 818'508 CHF | 821'994 CHF | 97.98% | 97.98% |
03.05.2024 | 0.43% | 11.55 CHF | 11.60 CHF | 70'000 | 70'000 | 69'726 | 69'726 | 806'850 CHF | 810'338 CHF | 98.21% | 98.21% |
02.05.2024 | 0.45% | 11.25 CHF | 11.30 CHF | 70'000 | 70'000 | 69'557 | 69'557 | 779'479 CHF | 782'959 CHF | 99.45% | 99.45% |
30.04.2024 | 0.44% | 11.30 CHF | 11.35 CHF | 70'000 | 70'000 | 69'637 | 69'637 | 797'584 CHF | 801'068 CHF | 99.23% | 99.23% |
29.04.2024 | 0.44% | 11.45 CHF | 11.50 CHF | 70'000 | 70'000 | 69'332 | 69'332 | 793'996 CHF | 797'467 CHF | 99.63% | 99.63% |