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 | 0.28% | 10.91 CHF | 10.94 CHF | 90'300 | 90'300 | 90'300 | 90'300 | 980'031 CHF | 982'740 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 11.11 CHF | 11.14 CHF | 86'800 | 86'800 | 86'800 | 86'800 | 991'379 CHF | 993'983 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 10.91 CHF | 10.94 CHF | 89'000 | 89'000 | 88'990 | 88'990 | 930'001 CHF | 932'671 CHF | 99.63% | 99.63% |
07.05.2024 | 0.28% | 10.73 CHF | 10.76 CHF | 88'500 | 88'500 | 88'451 | 88'451 | 957'967 CHF | 960'622 CHF | 100.00% | 100.00% |
06.05.2024 | 0.27% | 10.99 CHF | 11.02 CHF | 89'700 | 89'700 | 89'700 | 89'700 | 992'302 CHF | 994'993 CHF | 100.00% | 100.00% |
03.05.2024 | 0.27% | 10.95 CHF | 10.98 CHF | 87'400 | 87'400 | 87'400 | 87'400 | 978'122 CHF | 980'744 CHF | 99.91% | 99.91% |
02.05.2024 | 0.26% | 10.94 CHF | 10.97 CHF | 88'100 | 88'100 | 88'100 | 88'100 | 1'000'080 CHF | 1'002'720 CHF | 99.92% | 99.92% |
30.04.2024 | 0.23% | 12.87 CHF | 12.90 CHF | 76'600 | 76'600 | 76'560 | 76'560 | 1'016'970 CHF | 1'019'270 CHF | 99.98% | 99.98% |
29.04.2024 | 0.29% | 13.31 CHF | 13.35 CHF | 74'000 | 74'000 | 73'992 | 73'992 | 1'010'640 CHF | 1'013'600 CHF | 100.00% | 100.00% |
26.04.2024 | 0.29% | 13.81 CHF | 13.85 CHF | 75'100 | 75'100 | 75'100 | 75'100 | 1'045'990 CHF | 1'048'990 CHF | 99.49% | 99.49% |