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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.11% | 8.83 CHF | 8.84 CHF | 73'000 | 73'000 | 31'408 | 31'408 | 282'361 CHF | 282'675 CHF | 100.00% | 100.00% |
08.05.2024 | 0.11% | 8.97 CHF | 8.98 CHF | 72'000 | 72'000 | 30'951 | 30'951 | 280'323 CHF | 280'633 CHF | 99.05% | 99.05% |
07.05.2024 | 0.11% | 9.29 CHF | 9.30 CHF | 70'000 | 70'000 | 30'636 | 30'636 | 281'080 CHF | 281'387 CHF | 99.54% | 99.54% |
06.05.2024 | 0.11% | 9.15 CHF | 9.16 CHF | 71'000 | 71'000 | 30'778 | 30'778 | 278'406 CHF | 278'714 CHF | 99.76% | 99.76% |
03.05.2024 | 0.12% | 8.45 CHF | 8.46 CHF | 75'000 | 75'000 | 32'720 | 32'720 | 276'008 CHF | 276'336 CHF | 99.69% | 99.69% |
02.05.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 76'000 | 76'000 | 32'582 | 32'582 | 268'785 CHF | 269'111 CHF | 99.75% | 99.75% |
30.04.2024 | 0.11% | 9.70 CHF | 9.71 CHF | 68'000 | 68'000 | 29'462 | 29'462 | 287'001 CHF | 287'296 CHF | 99.82% | 99.82% |
29.04.2024 | 0.11% | 9.62 CHF | 9.63 CHF | 69'000 | 69'000 | 29'949 | 29'949 | 285'557 CHF | 285'857 CHF | 98.80% | 98.80% |
26.04.2024 | 0.11% | 9.48 CHF | 9.49 CHF | 69'000 | 69'000 | 26'340 | 26'340 | 246'308 CHF | 246'572 CHF | 99.02% | 99.02% |
25.04.2024 | 0.12% | 8.98 CHF | 8.99 CHF | 72'000 | 72'000 | 30'938 | 30'938 | 274'797 CHF | 275'107 CHF | 99.24% | 99.24% |