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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.03% | 63.44 CHF | 63.46 CHF | 23'000 | 23'000 | 9'922 | 9'922 | 630'260 CHF | 630'459 CHF | 96.73% | 96.73% |
07.05.2024 | 0.03% | 63.46 CHF | 63.48 CHF | 23'000 | 23'000 | 10'040 | 10'040 | 639'071 CHF | 639'272 CHF | 94.52% | 94.52% |
06.05.2024 | 0.03% | 64.08 CHF | 64.10 CHF | 23'000 | 23'000 | 10'041 | 10'041 | 633'686 CHF | 633'887 CHF | 98.39% | 98.39% |
03.05.2024 | 0.03% | 61.25 CHF | 61.27 CHF | 24'000 | 24'000 | 10'427 | 10'427 | 635'435 CHF | 635'644 CHF | 91.91% | 91.91% |
02.05.2024 | 0.03% | 59.96 CHF | 59.98 CHF | 25'000 | 25'000 | 10'713 | 10'713 | 636'898 CHF | 637'112 CHF | 91.94% | 91.94% |
30.04.2024 | 0.03% | 61.70 CHF | 61.72 CHF | 24'000 | 24'000 | 10'864 | 10'864 | 672'074 CHF | 672'292 CHF | 95.48% | 95.48% |
29.04.2024 | 0.03% | 61.21 CHF | 61.23 CHF | 24'000 | 24'000 | 10'196 | 10'196 | 628'528 CHF | 628'732 CHF | 91.79% | 91.79% |
26.04.2024 | 0.03% | 61.32 CHF | 61.34 CHF | 24'000 | 24'000 | 10'925 | 10'925 | 652'651 CHF | 652'869 CHF | 93.67% | 93.67% |
25.04.2024 | 0.04% | 57.52 CHF | 57.54 CHF | 25'000 | 25'000 | 10'850 | 10'850 | 613'894 CHF | 614'111 CHF | 88.88% | 88.88% |
24.04.2024 | 0.03% | 57.84 CHF | 57.86 CHF | 25'000 | 25'000 | 10'944 | 10'944 | 644'815 CHF | 645'034 CHF | 94.18% | 94.18% |