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 | 0.22% | 8.05 CHF | 8.07 CHF | 45'700 | 45'700 | 45'691 | 45'691 | 408'385 CHF | 409'294 CHF | 96.09% | 96.09% |
06.05.2024 | 0.19% | 10.94 CHF | 10.96 CHF | 42'300 | 42'300 | 42'300 | 42'300 | 452'495 CHF | 453'344 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 11.87 CHF | 11.89 CHF | 38'500 | 38'500 | 38'500 | 38'500 | 459'058 CHF | 459'828 CHF | 99.89% | 99.89% |
02.05.2024 | 0.16% | 13.03 CHF | 13.05 CHF | 41'300 | 41'300 | 41'300 | 41'300 | 508'118 CHF | 508'944 CHF | 99.54% | 99.54% |
30.04.2024 | 0.18% | 11.98 CHF | 12.00 CHF | 44'400 | 44'400 | 44'379 | 44'379 | 507'374 CHF | 508'262 CHF | 99.98% | 99.98% |
29.04.2024 | 0.19% | 11.22 CHF | 11.24 CHF | 45'200 | 45'200 | 45'200 | 45'200 | 484'090 CHF | 484'991 CHF | 99.59% | 99.59% |
26.04.2024 | 0.17% | 10.91 CHF | 10.93 CHF | 39'900 | 39'900 | 39'900 | 39'900 | 458'594 CHF | 459'392 CHF | 98.80% | 98.80% |
25.04.2024 | 0.16% | 12.45 CHF | 12.47 CHF | 46'200 | 46'200 | 46'198 | 46'198 | 565'425 CHF | 566'349 CHF | 99.99% | 99.99% |
24.04.2024 | 0.20% | 10.70 CHF | 10.72 CHF | 52'600 | 52'600 | 52'599 | 52'600 | 531'052 CHF | 532'111 CHF | 99.99% | 99.99% |
23.04.2024 | 0.21% | 9.56 CHF | 9.58 CHF | 42'200 | 42'200 | 42'200 | 42'199 | 396'413 CHF | 397'247 CHF | 99.87% | 99.87% |