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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.05.2024 | 0.13% | 15.98 CHF | 16.00 CHF | 62'000 | 62'000 | 30'563 | 30'563 | 497'472 CHF | 498'084 CHF | 99.82% | 99.82% |
02.05.2024 | 0.12% | 16.24 CHF | 16.26 CHF | 61'000 | 61'000 | 30'050 | 30'050 | 495'248 CHF | 495'850 CHF | 99.95% | 99.95% |
30.04.2024 | 0.12% | 16.92 CHF | 16.94 CHF | 60'000 | 60'000 | 29'477 | 29'477 | 516'633 CHF | 517'224 CHF | 96.78% | 96.78% |
29.04.2024 | 0.12% | 17.76 CHF | 17.78 CHF | 58'000 | 58'000 | 31'508 | 31'508 | 536'992 CHF | 537'623 CHF | 83.74% | 83.74% |
26.04.2024 | 0.14% | 15.03 CHF | 15.05 CHF | 64'000 | 64'000 | 32'095 | 32'095 | 480'864 CHF | 481'509 CHF | 99.43% | 99.43% |
25.04.2024 | 0.15% | 14.46 CHF | 14.48 CHF | 66'000 | 66'000 | 33'322 | 33'322 | 465'094 CHF | 465'762 CHF | 99.78% | 99.78% |
24.04.2024 | 0.15% | 13.81 CHF | 13.83 CHF | 67'000 | 67'000 | 33'421 | 33'421 | 462'377 CHF | 463'047 CHF | 98.73% | 98.73% |
23.04.2024 | 0.18% | 11.45 CHF | 11.47 CHF | 74'000 | 74'000 | 38'499 | 38'499 | 432'238 CHF | 433'009 CHF | 99.99% | 99.99% |
22.04.2024 | 0.18% | 10.79 CHF | 10.81 CHF | 80'000 | 80'000 | 39'040 | 39'040 | 431'538 CHF | 432'321 CHF | 100.00% | 100.00% |
19.04.2024 | 0.17% | 12.10 CHF | 12.12 CHF | 74'000 | 74'000 | 36'696 | 36'696 | 436'635 CHF | 437'371 CHF | 99.97% | 99.97% |