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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.60% | 8.61 CHF | 8.66 CHF | 48'500 | 48'500 | 48'375 | 48'375 | 407'725 CHF | 410'150 CHF | 99.98% | 99.98% |
14.05.2024 | 0.64% | 8.59 CHF | 8.65 CHF | 43'400 | 43'400 | 43'395 | 43'395 | 408'630 CHF | 411'234 CHF | 99.97% | 99.97% |
13.05.2024 | 0.52% | 9.70 CHF | 9.75 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 440'410 CHF | 442'710 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 10.20 CHF | 10.26 CHF | 40'600 | 40'600 | 40'600 | 40'600 | 443'758 CHF | 446'194 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 9.72 CHF | 9.78 CHF | 43'800 | 43'800 | 43'796 | 43'796 | 380'885 CHF | 383'513 CHF | 99.63% | 99.63% |
07.05.2024 | 0.63% | 9.36 CHF | 9.42 CHF | 43'000 | 43'000 | 42'975 | 42'975 | 411'379 CHF | 413'959 CHF | 100.00% | 100.00% |
06.05.2024 | 0.59% | 9.94 CHF | 10.00 CHF | 44'700 | 44'700 | 44'700 | 44'700 | 452'637 CHF | 455'319 CHF | 100.00% | 100.00% |
03.05.2024 | 0.57% | 9.91 CHF | 9.97 CHF | 41'300 | 41'300 | 41'300 | 41'300 | 431'488 CHF | 433'966 CHF | 99.77% | 99.77% |
02.05.2024 | 0.56% | 9.75 CHF | 9.81 CHF | 42'300 | 42'300 | 42'300 | 42'300 | 452'962 CHF | 455'500 CHF | 99.91% | 99.91% |
30.04.2024 | 0.54% | 15.26 CHF | 15.35 CHF | 26'500 | 26'500 | 26'489 | 26'489 | 442'556 CHF | 444'940 CHF | 99.98% | 99.98% |