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 | 0.24% | 8.88 CHF | 8.90 CHF | 48'100 | 48'100 | 48'100 | 48'100 | 400'495 CHF | 401'457 CHF | 99.29% | 99.29% |
13.05.2024 | 0.24% | 8.33 CHF | 8.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 417'395 CHF | 418'395 CHF | 100.00% | 100.00% |
10.05.2024 | 0.13% | 8.15 CHF | 8.16 CHF | 62'400 | 62'400 | 62'400 | 62'400 | 495'276 CHF | 495'900 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 6.41 CHF | 6.42 CHF | 71'400 | 71'400 | 71'400 | 71'400 | 448'143 CHF | 448'860 CHF | 99.77% | 99.77% |
07.05.2024 | 0.19% | 5.74 CHF | 5.75 CHF | 93'100 | 93'100 | 93'082 | 93'082 | 492'267 CHF | 493'198 CHF | 96.09% | 96.09% |
06.05.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 101'400 | 101'400 | 101'400 | 101'400 | 442'445 CHF | 443'459 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 112'100 | 112'100 | 112'100 | 112'100 | 430'512 CHF | 431'633 CHF | 99.89% | 99.89% |
02.05.2024 | 0.27% | 3.43 CHF | 3.44 CHF | 102'100 | 102'100 | 102'100 | 102'100 | 381'961 CHF | 382'982 CHF | 99.53% | 99.53% |
30.04.2024 | 0.24% | 3.89 CHF | 3.90 CHF | 92'100 | 92'100 | 92'063 | 92'063 | 383'681 CHF | 384'602 CHF | 99.97% | 99.97% |
29.04.2024 | 0.22% | 4.33 CHF | 4.34 CHF | 89'900 | 89'900 | 89'900 | 89'900 | 413'923 CHF | 414'822 CHF | 99.58% | 99.58% |