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 | 0.10% | 19.94 CHF | 19.96 CHF | 18'500 | 18'500 | 8'357 | 8'357 | 168'278 CHF | 168'445 CHF | 97.82% | 97.82% |
06.05.2024 | 0.11% | 20.85 CHF | 20.87 CHF | 20'300 | 20'300 | 9'115 | 9'115 | 180'507 CHF | 180'689 CHF | 100.00% | 100.00% |
03.05.2024 | 0.12% | 17.87 CHF | 17.89 CHF | 23'300 | 23'300 | 10'495 | 10'495 | 184'439 CHF | 184'649 CHF | 99.70% | 99.70% |
02.05.2024 | 0.13% | 16.18 CHF | 16.20 CHF | 26'100 | 26'100 | 11'774 | 11'774 | 185'164 CHF | 185'400 CHF | 99.74% | 99.74% |
30.04.2024 | 0.11% | 18.03 CHF | 18.05 CHF | 21'200 | 21'200 | 9'463 | 9'463 | 174'500 CHF | 174'690 CHF | 99.95% | 99.95% |
29.04.2024 | 0.11% | 17.87 CHF | 17.89 CHF | 21'300 | 21'300 | 9'391 | 9'391 | 170'672 CHF | 170'860 CHF | 99.16% | 99.16% |
26.04.2024 | 0.13% | 17.89 CHF | 17.91 CHF | 25'000 | 25'000 | 11'543 | 11'543 | 191'236 CHF | 191'468 CHF | 99.17% | 99.17% |
25.04.2024 | 0.15% | 14.44 CHF | 14.46 CHF | 29'300 | 29'300 | 13'328 | 13'328 | 181'854 CHF | 182'121 CHF | 97.89% | 97.89% |
24.04.2024 | 0.13% | 14.87 CHF | 14.89 CHF | 26'300 | 26'300 | 11'631 | 11'631 | 184'261 CHF | 184'494 CHF | 99.84% | 99.84% |
23.04.2024 | 0.15% | 14.87 CHF | 14.89 CHF | 29'000 | 29'000 | 13'134 | 13'134 | 186'642 CHF | 186'905 CHF | 99.99% | 99.99% |