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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 0.11% | 17.60 CHF | 17.62 CHF | 61'000 | 61'000 | 30'676 | 30'676 | 544'375 CHF | 544'990 CHF | 98.41% | 98.41% |
03.05.2024 | 0.12% | 17.06 CHF | 17.08 CHF | 62'000 | 62'000 | 30'571 | 30'571 | 530'716 CHF | 531'329 CHF | 99.84% | 99.84% |
02.05.2024 | 0.12% | 17.33 CHF | 17.35 CHF | 61'000 | 61'000 | 30'052 | 30'052 | 528'089 CHF | 528'691 CHF | 99.96% | 99.96% |
30.04.2024 | 0.11% | 18.02 CHF | 18.04 CHF | 60'000 | 60'000 | 29'484 | 29'484 | 548'981 CHF | 549'572 CHF | 96.77% | 96.77% |
29.04.2024 | 0.11% | 18.85 CHF | 18.87 CHF | 58'000 | 58'000 | 31'509 | 31'509 | 571'356 CHF | 571'987 CHF | 83.73% | 83.73% |
26.04.2024 | 0.13% | 16.13 CHF | 16.15 CHF | 64'000 | 64'000 | 32'092 | 32'092 | 515'781 CHF | 516'425 CHF | 99.42% | 99.42% |
25.04.2024 | 0.14% | 15.55 CHF | 15.57 CHF | 66'000 | 66'000 | 33'320 | 33'320 | 501'419 CHF | 502'087 CHF | 99.76% | 99.76% |
24.04.2024 | 0.14% | 14.90 CHF | 14.92 CHF | 67'000 | 67'000 | 33'415 | 33'415 | 498'701 CHF | 499'371 CHF | 98.70% | 98.70% |
23.04.2024 | 0.17% | 12.54 CHF | 12.56 CHF | 74'000 | 74'000 | 38'497 | 38'497 | 474'086 CHF | 474'858 CHF | 99.99% | 99.99% |
22.04.2024 | 0.17% | 11.88 CHF | 11.90 CHF | 80'000 | 80'000 | 39'031 | 39'031 | 473'861 CHF | 474'643 CHF | 100.00% | 100.00% |