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 | 0.11% | 18.05 CHF | 18.07 CHF | 61'000 | 61'000 | 30'049 | 30'049 | 549'560 CHF | 550'162 CHF | 99.95% | 99.95% |
30.04.2024 | 0.11% | 18.74 CHF | 18.76 CHF | 60'000 | 60'000 | 29'488 | 29'488 | 570'230 CHF | 570'821 CHF | 96.78% | 96.78% |
29.04.2024 | 0.11% | 19.56 CHF | 19.58 CHF | 58'000 | 58'000 | 31'516 | 31'516 | 594'054 CHF | 594'685 CHF | 83.75% | 83.75% |
26.04.2024 | 0.12% | 16.84 CHF | 16.86 CHF | 64'000 | 64'000 | 32'085 | 32'085 | 538'592 CHF | 539'237 CHF | 99.41% | 99.41% |
25.04.2024 | 0.13% | 16.26 CHF | 16.28 CHF | 66'000 | 66'000 | 33'354 | 33'354 | 525'822 CHF | 526'490 CHF | 99.68% | 99.68% |
24.04.2024 | 0.13% | 15.62 CHF | 15.64 CHF | 67'000 | 67'000 | 33'593 | 33'593 | 525'478 CHF | 526'151 CHF | 97.19% | 97.19% |
23.04.2024 | 0.16% | 13.25 CHF | 13.27 CHF | 74'000 | 74'000 | 38'498 | 38'498 | 501'463 CHF | 502'235 CHF | 99.99% | 99.99% |
22.04.2024 | 0.16% | 12.59 CHF | 12.61 CHF | 80'000 | 80'000 | 39'008 | 39'008 | 501'337 CHF | 502'119 CHF | 99.94% | 99.94% |
19.04.2024 | 0.15% | 13.90 CHF | 13.92 CHF | 74'000 | 74'000 | 36'688 | 36'688 | 502'302 CHF | 503'038 CHF | 99.95% | 99.95% |
18.04.2024 | 0.14% | 14.17 CHF | 14.19 CHF | 74'000 | 74'000 | 36'722 | 36'722 | 523'451 CHF | 524'187 CHF | 99.92% | 99.92% |