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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.17% | 11.87 CHF | 11.89 CHF | 34'600 | 34'600 | 19'016 | 19'016 | 222'689 CHF | 223'070 CHF | 99.74% | 99.74% |
30.04.2024 | 0.16% | 12.54 CHF | 12.56 CHF | 31'300 | 31'300 | 17'399 | 17'399 | 217'641 CHF | 217'989 CHF | 99.67% | 99.67% |
29.04.2024 | 0.17% | 12.58 CHF | 12.60 CHF | 33'600 | 33'600 | 18'709 | 18'709 | 231'106 CHF | 231'481 CHF | 99.68% | 99.68% |
26.04.2024 | 0.18% | 11.60 CHF | 11.62 CHF | 33'900 | 33'900 | 18'805 | 18'805 | 216'933 CHF | 217'310 CHF | 99.47% | 99.47% |
25.04.2024 | 0.18% | 11.15 CHF | 11.17 CHF | 34'800 | 34'800 | 19'152 | 19'152 | 214'233 CHF | 214'617 CHF | 99.82% | 99.82% |
24.04.2024 | 0.19% | 10.88 CHF | 10.90 CHF | 36'400 | 36'400 | 20'107 | 20'107 | 216'417 CHF | 216'820 CHF | 99.80% | 99.80% |
23.04.2024 | 0.20% | 10.54 CHF | 10.56 CHF | 37'500 | 37'500 | 20'787 | 20'787 | 215'088 CHF | 215'505 CHF | 99.60% | 99.60% |
22.04.2024 | 0.20% | 10.14 CHF | 10.16 CHF | 38'400 | 38'400 | 20'985 | 20'985 | 216'968 CHF | 217'389 CHF | 99.83% | 99.83% |
19.04.2024 | 0.19% | 10.24 CHF | 10.26 CHF | 36'900 | 36'900 | 20'241 | 20'241 | 212'070 CHF | 212'476 CHF | 99.93% | 99.93% |
18.04.2024 | 0.19% | 11.02 CHF | 11.04 CHF | 35'500 | 35'500 | 19'585 | 19'585 | 215'104 CHF | 215'496 CHF | 99.97% | 99.97% |