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 | 0.45% | 11.15 CHF | 11.20 CHF | 80'000 | 80'000 | 79'419 | 79'419 | 887'931 CHF | 891'905 CHF | 99.68% | 99.68% |
13.05.2024 | 0.45% | 11.25 CHF | 11.30 CHF | 80'000 | 80'000 | 79'250 | 79'247 | 892'602 CHF | 896'533 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 11.20 CHF | 11.25 CHF | 80'000 | 80'000 | 79'312 | 79'312 | 890'850 CHF | 894'820 CHF | 99.22% | 99.22% |
08.05.2024 | 0.47% | 10.75 CHF | 10.80 CHF | 80'000 | 80'000 | 79'492 | 79'492 | 850'049 CHF | 854'026 CHF | 99.66% | 99.66% |
07.05.2024 | 0.47% | 10.75 CHF | 10.80 CHF | 80'000 | 80'000 | 79'847 | 79'847 | 854'663 CHF | 858'656 CHF | 98.86% | 98.86% |
06.05.2024 | 0.47% | 10.55 CHF | 10.60 CHF | 80'000 | 80'000 | 79'670 | 79'670 | 842'610 CHF | 846'595 CHF | 97.91% | 97.91% |
03.05.2024 | 0.48% | 10.40 CHF | 10.45 CHF | 80'000 | 80'000 | 79'664 | 79'664 | 828'740 CHF | 832'725 CHF | 98.09% | 98.09% |
02.05.2024 | 0.47% | 10.10 CHF | 10.15 CHF | 80'000 | 80'000 | 79'494 | 79'494 | 796'906 CHF | 800'663 CHF | 98.45% | 98.45% |
30.04.2024 | 0.49% | 10.10 CHF | 10.15 CHF | 80'000 | 80'000 | 79'247 | 79'246 | 813'551 CHF | 817'511 CHF | 100.00% | 100.00% |
29.04.2024 | 0.49% | 10.25 CHF | 10.30 CHF | 80'000 | 80'000 | 79'222 | 79'222 | 813'442 CHF | 817'408 CHF | 99.44% | 99.44% |