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 | 0.12% | 16.90 CHF | 16.92 CHF | 61'000 | 61'000 | 30'057 | 30'057 | 515'230 CHF | 515'833 CHF | 99.98% | 99.98% |
30.04.2024 | 0.11% | 17.58 CHF | 17.60 CHF | 60'000 | 60'000 | 29'490 | 29'490 | 536'420 CHF | 537'011 CHF | 96.73% | 96.73% |
29.04.2024 | 0.12% | 18.42 CHF | 18.44 CHF | 58'000 | 58'000 | 31'546 | 31'546 | 558'504 CHF | 559'136 CHF | 83.77% | 83.77% |
26.04.2024 | 0.13% | 15.70 CHF | 15.72 CHF | 64'000 | 64'000 | 32'071 | 32'071 | 501'655 CHF | 502'299 CHF | 99.36% | 99.36% |
25.04.2024 | 0.14% | 15.12 CHF | 15.14 CHF | 66'000 | 66'000 | 33'356 | 33'356 | 487'568 CHF | 488'236 CHF | 99.68% | 99.68% |
24.04.2024 | 0.14% | 14.47 CHF | 14.49 CHF | 67'000 | 67'000 | 33'395 | 33'395 | 484'048 CHF | 484'718 CHF | 98.64% | 98.64% |
23.04.2024 | 0.17% | 12.11 CHF | 12.13 CHF | 74'000 | 74'000 | 38'498 | 38'498 | 457'483 CHF | 458'254 CHF | 99.99% | 99.99% |
22.04.2024 | 0.17% | 11.45 CHF | 11.47 CHF | 80'000 | 80'000 | 39'007 | 39'007 | 456'790 CHF | 457'573 CHF | 99.92% | 99.92% |
19.04.2024 | 0.16% | 12.76 CHF | 12.78 CHF | 74'000 | 74'000 | 36'687 | 36'687 | 460'548 CHF | 461'285 CHF | 99.95% | 99.95% |
18.04.2024 | 0.15% | 13.03 CHF | 13.05 CHF | 74'000 | 74'000 | 36'725 | 36'725 | 481'635 CHF | 482'371 CHF | 99.93% | 99.93% |