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 | 0.10% | 9.86 CHF | 9.87 CHF | 72'000 | 72'000 | 30'928 | 30'928 | 307'438 CHF | 307'748 CHF | 98.99% | 98.99% |
07.05.2024 | 0.10% | 10.18 CHF | 10.19 CHF | 70'000 | 70'000 | 30'633 | 30'633 | 308'052 CHF | 308'359 CHF | 99.54% | 99.54% |
06.05.2024 | 0.10% | 10.03 CHF | 10.04 CHF | 71'000 | 71'000 | 30'777 | 30'777 | 305'438 CHF | 305'747 CHF | 99.75% | 99.75% |
03.05.2024 | 0.11% | 9.33 CHF | 9.34 CHF | 75'000 | 75'000 | 32'743 | 32'743 | 304'972 CHF | 305'300 CHF | 99.75% | 99.75% |
02.05.2024 | 0.11% | 9.14 CHF | 9.15 CHF | 76'000 | 76'000 | 32'594 | 32'594 | 297'753 CHF | 298'080 CHF | 99.77% | 99.77% |
30.04.2024 | 0.10% | 10.59 CHF | 10.60 CHF | 68'000 | 68'000 | 29'432 | 29'432 | 312'805 CHF | 313'100 CHF | 99.77% | 99.77% |
29.04.2024 | 0.10% | 10.50 CHF | 10.51 CHF | 69'000 | 69'000 | 29'965 | 29'965 | 312'217 CHF | 312'517 CHF | 98.84% | 98.84% |
26.04.2024 | 0.10% | 10.36 CHF | 10.37 CHF | 69'000 | 69'000 | 26'343 | 26'343 | 269'638 CHF | 269'902 CHF | 99.03% | 99.03% |
25.04.2024 | 0.10% | 9.87 CHF | 9.88 CHF | 72'000 | 72'000 | 30'904 | 30'904 | 301'893 CHF | 302'202 CHF | 99.17% | 99.17% |
24.04.2024 | 0.10% | 9.81 CHF | 9.82 CHF | 72'000 | 72'000 | 30'647 | 30'647 | 308'259 CHF | 308'566 CHF | 99.60% | 99.60% |