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 | 0.09% | 11.90 CHF | 11.91 CHF | 72'000 | 72'000 | 30'946 | 30'946 | 370'869 CHF | 371'179 CHF | 99.04% | 99.04% |
07.05.2024 | 0.08% | 12.22 CHF | 12.23 CHF | 70'000 | 70'000 | 30'633 | 30'633 | 370'527 CHF | 370'834 CHF | 99.54% | 99.54% |
06.05.2024 | 0.09% | 12.07 CHF | 12.08 CHF | 71'000 | 71'000 | 30'778 | 30'778 | 368'093 CHF | 368'401 CHF | 99.76% | 99.76% |
03.05.2024 | 0.09% | 11.36 CHF | 11.37 CHF | 75'000 | 75'000 | 32'716 | 32'716 | 371'296 CHF | 371'624 CHF | 99.68% | 99.68% |
02.05.2024 | 0.09% | 11.19 CHF | 11.20 CHF | 76'000 | 76'000 | 32'573 | 32'573 | 364'340 CHF | 364'666 CHF | 99.73% | 99.73% |
30.04.2024 | 0.08% | 12.65 CHF | 12.66 CHF | 68'000 | 68'000 | 29'454 | 29'454 | 373'464 CHF | 373'759 CHF | 99.80% | 99.80% |
29.04.2024 | 0.08% | 12.55 CHF | 12.56 CHF | 69'000 | 69'000 | 29'960 | 29'960 | 373'503 CHF | 373'803 CHF | 98.83% | 98.83% |
26.04.2024 | 0.08% | 12.42 CHF | 12.43 CHF | 69'000 | 69'000 | 26'339 | 26'339 | 323'536 CHF | 323'800 CHF | 99.02% | 99.02% |
25.04.2024 | 0.09% | 11.92 CHF | 11.93 CHF | 72'000 | 72'000 | 30'932 | 30'932 | 365'548 CHF | 365'857 CHF | 99.23% | 99.23% |
24.04.2024 | 0.08% | 11.86 CHF | 11.87 CHF | 72'000 | 72'000 | 30'655 | 30'655 | 371'135 CHF | 371'442 CHF | 99.68% | 99.68% |