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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.04% | 29.11 CHF | 29.12 CHF | 46'000 | 46'000 | 20'916 | 20'916 | 607'112 CHF | 607'322 CHF | 99.85% | 99.85% |
10.05.2024 | 0.04% | 28.96 CHF | 28.97 CHF | 46'000 | 46'000 | 20'629 | 20'629 | 598'639 CHF | 598'846 CHF | 100.00% | 100.00% |
08.05.2024 | 0.04% | 29.16 CHF | 29.17 CHF | 46'000 | 46'000 | 20'323 | 20'323 | 593'492 CHF | 593'695 CHF | 98.99% | 98.99% |
07.05.2024 | 0.03% | 29.18 CHF | 29.19 CHF | 46'000 | 46'000 | 20'640 | 20'640 | 604'024 CHF | 604'231 CHF | 99.50% | 99.50% |
06.05.2024 | 0.04% | 29.49 CHF | 29.50 CHF | 46'000 | 46'000 | 20'492 | 20'492 | 594'454 CHF | 594'659 CHF | 100.00% | 100.00% |
03.05.2024 | 0.04% | 28.08 CHF | 28.09 CHF | 48'000 | 48'000 | 21'857 | 21'857 | 611'103 CHF | 611'322 CHF | 99.50% | 99.50% |
02.05.2024 | 0.04% | 27.40 CHF | 27.41 CHF | 49'000 | 49'000 | 22'166 | 22'166 | 601'734 CHF | 601'956 CHF | 99.75% | 99.75% |
30.04.2024 | 0.04% | 28.27 CHF | 28.28 CHF | 47'000 | 47'000 | 21'695 | 21'695 | 615'471 CHF | 615'689 CHF | 99.59% | 99.59% |
29.04.2024 | 0.04% | 28.04 CHF | 28.05 CHF | 48'000 | 48'000 | 21'232 | 21'232 | 599'127 CHF | 599'340 CHF | 99.17% | 99.17% |
26.04.2024 | 0.04% | 28.09 CHF | 28.10 CHF | 48'000 | 48'000 | 22'053 | 22'053 | 602'842 CHF | 603'062 CHF | 99.13% | 99.13% |