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 | 0.20% | 14.45 CHF | 14.48 CHF | 14'000 | 14'000 | 14'000 | 14'000 | 208'642 CHF | 209'062 CHF | 99.57% | 99.57% |
30.04.2024 | 0.19% | 15.22 CHF | 15.25 CHF | 13'600 | 13'600 | 13'594 | 13'594 | 215'307 CHF | 215'715 CHF | 100.00% | 100.00% |
29.04.2024 | 0.19% | 15.43 CHF | 15.46 CHF | 14'700 | 14'700 | 14'700 | 14'700 | 229'974 CHF | 230'415 CHF | 99.59% | 99.59% |
26.04.2024 | 0.21% | 14.65 CHF | 14.68 CHF | 14'700 | 14'700 | 14'700 | 14'700 | 209'695 CHF | 210'136 CHF | 98.00% | 98.00% |
25.04.2024 | 0.23% | 12.73 CHF | 12.76 CHF | 15'500 | 15'500 | 15'500 | 15'500 | 206'517 CHF | 206'982 CHF | 100.00% | 100.00% |
24.04.2024 | 0.19% | 14.90 CHF | 14.93 CHF | 13'100 | 13'100 | 13'097 | 13'097 | 203'709 CHF | 204'102 CHF | 99.94% | 99.94% |
23.04.2024 | 0.21% | 14.57 CHF | 14.60 CHF | 15'300 | 15'300 | 15'298 | 15'298 | 213'417 CHF | 213'876 CHF | 100.00% | 100.00% |
22.04.2024 | 0.22% | 13.19 CHF | 13.22 CHF | 15'600 | 15'600 | 15'600 | 15'600 | 208'959 CHF | 209'427 CHF | 100.00% | 100.00% |
19.04.2024 | 0.23% | 13.21 CHF | 13.24 CHF | 16'700 | 16'700 | 16'700 | 16'700 | 220'754 CHF | 221'255 CHF | 100.00% | 100.00% |
18.04.2024 | 0.19% | 15.67 CHF | 15.70 CHF | 13'500 | 13'500 | 13'500 | 13'500 | 209'434 CHF | 209'839 CHF | 99.98% | 99.98% |