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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.40% | 12.65 CHF | 12.70 CHF | 70'000 | 70'000 | 69'640 | 69'640 | 876'048 CHF | 879'532 CHF | 99.53% | 99.53% |
15.05.2024 | 0.41% | 12.45 CHF | 12.50 CHF | 70'000 | 70'000 | 69'396 | 69'396 | 854'223 CHF | 857'696 CHF | 99.92% | 99.92% |
14.05.2024 | 0.41% | 12.20 CHF | 12.25 CHF | 70'000 | 70'000 | 69'741 | 69'741 | 851'237 CHF | 854'725 CHF | 99.31% | 99.31% |
13.05.2024 | 0.41% | 12.30 CHF | 12.35 CHF | 70'000 | 70'000 | 69'344 | 69'341 | 852'325 CHF | 855'762 CHF | 100.00% | 100.00% |
10.05.2024 | 0.41% | 12.25 CHF | 12.30 CHF | 70'000 | 70'000 | 69'526 | 69'526 | 852'057 CHF | 855'536 CHF | 99.00% | 99.00% |
08.05.2024 | 0.43% | 11.75 CHF | 11.80 CHF | 70'000 | 70'000 | 69'610 | 69'610 | 816'178 CHF | 819'661 CHF | 99.58% | 99.58% |
07.05.2024 | 0.43% | 11.75 CHF | 11.80 CHF | 70'000 | 70'000 | 69'278 | 69'277 | 812'420 CHF | 815'871 CHF | 99.78% | 99.78% |
06.05.2024 | 0.43% | 11.55 CHF | 11.60 CHF | 70'000 | 70'000 | 69'700 | 69'700 | 808'436 CHF | 811'922 CHF | 97.69% | 97.69% |
03.05.2024 | 0.44% | 11.40 CHF | 11.45 CHF | 70'000 | 70'000 | 69'732 | 69'732 | 796'595 CHF | 800'083 CHF | 98.13% | 98.13% |
02.05.2024 | 0.45% | 11.10 CHF | 11.15 CHF | 70'000 | 70'000 | 69'581 | 69'581 | 769'361 CHF | 772'842 CHF | 99.37% | 99.37% |