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 | 0.11% | 8.82 CHF | 8.83 CHF | 72'000 | 72'000 | 30'949 | 30'949 | 275'529 CHF | 275'839 CHF | 99.06% | 99.06% |
07.05.2024 | 0.11% | 9.14 CHF | 9.15 CHF | 70'000 | 70'000 | 30'660 | 30'660 | 276'577 CHF | 276'884 CHF | 99.63% | 99.63% |
06.05.2024 | 0.12% | 9.00 CHF | 9.01 CHF | 71'000 | 71'000 | 30'851 | 30'851 | 274'300 CHF | 274'609 CHF | 99.94% | 99.94% |
03.05.2024 | 0.12% | 8.30 CHF | 8.31 CHF | 75'000 | 75'000 | 32'666 | 32'666 | 270'494 CHF | 270'821 CHF | 99.57% | 99.57% |
02.05.2024 | 0.13% | 8.09 CHF | 8.10 CHF | 76'000 | 76'000 | 32'627 | 32'627 | 264'051 CHF | 264'378 CHF | 99.85% | 99.85% |
30.04.2024 | 0.11% | 9.55 CHF | 9.56 CHF | 68'000 | 68'000 | 29'506 | 29'506 | 282'875 CHF | 283'171 CHF | 99.95% | 99.95% |
29.04.2024 | 0.11% | 9.47 CHF | 9.48 CHF | 69'000 | 69'000 | 29'983 | 29'983 | 281'256 CHF | 281'556 CHF | 98.88% | 98.88% |
26.04.2024 | 0.11% | 9.32 CHF | 9.33 CHF | 69'000 | 69'000 | 26'452 | 26'452 | 243'273 CHF | 243'538 CHF | 98.82% | 98.82% |
25.04.2024 | 0.12% | 8.83 CHF | 8.84 CHF | 72'000 | 72'000 | 31'122 | 31'122 | 271'590 CHF | 271'902 CHF | 99.68% | 99.68% |
24.04.2024 | 0.11% | 8.77 CHF | 8.78 CHF | 72'000 | 72'000 | 30'696 | 30'696 | 276'853 CHF | 277'161 CHF | 99.70% | 99.70% |