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 | 1.98% | 12.27 CHF | 12.52 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 437'311 CHF | 446'072 CHF | 100.00% | 100.00% |
13.05.2024 | 1.99% | 12.54 CHF | 12.79 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 434'859 CHF | 443'589 CHF | 100.00% | 100.00% |
10.05.2024 | 2.01% | 12.56 CHF | 12.81 CHF | 35'000 | 34'500 | 35'000 | 34'539 | 459'141 CHF | 462'318 CHF | 100.00% | 100.00% |
08.05.2024 | 1.98% | 12.55 CHF | 12.80 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 439'401 CHF | 448'204 CHF | 100.00% | 100.00% |
07.05.2024 | 2.00% | 13.32 CHF | 13.59 CHF | 34'750 | 35'000 | 34'751 | 35'000 | 464'164 CHF | 476'937 CHF | 100.00% | 100.00% |
06.05.2024 | 2.01% | 13.08 CHF | 13.34 CHF | 34'550 | 34'450 | 34'735 | 34'690 | 454'810 CHF | 463'434 CHF | 100.00% | 100.00% |
03.05.2024 | 2.02% | 12.10 CHF | 12.34 CHF | 32'750 | 32'300 | 33'674 | 32'945 | 401'049 CHF | 400'361 CHF | 99.80% | 99.80% |
02.05.2024 | 2.00% | 12.07 CHF | 12.31 CHF | 34'010 | 34'835 | 34'167 | 34'928 | 397'993 CHF | 415'108 CHF | 100.00% | 100.00% |
30.04.2024 | 2.00% | 11.11 CHF | 11.33 CHF | 33'490 | 35'000 | 34'815 | 35'000 | 391'477 CHF | 401'499 CHF | 100.00% | 100.00% |
29.04.2024 | 2.00% | 11.73 CHF | 11.97 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 407'748 CHF | 415'977 CHF | 100.00% | 100.00% |