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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.15% | 13.83 CHF | 13.85 CHF | 62'000 | 62'000 | 30'514 | 30'514 | 424'648 CHF | 425'260 CHF | 97.59% | 97.59% |
06.05.2024 | 0.14% | 14.11 CHF | 14.13 CHF | 61'000 | 61'000 | 30'676 | 30'676 | 437'406 CHF | 438'021 CHF | 98.41% | 98.41% |
03.05.2024 | 0.15% | 13.58 CHF | 13.60 CHF | 62'000 | 62'000 | 30'565 | 30'565 | 424'009 CHF | 424'622 CHF | 99.83% | 99.83% |
02.05.2024 | 0.14% | 13.81 CHF | 13.83 CHF | 61'000 | 61'000 | 30'054 | 30'054 | 422'533 CHF | 423'135 CHF | 99.96% | 99.96% |
30.04.2024 | 0.13% | 14.49 CHF | 14.51 CHF | 60'000 | 60'000 | 29'484 | 29'484 | 445'322 CHF | 445'913 CHF | 96.78% | 96.78% |
29.04.2024 | 0.14% | 15.34 CHF | 15.36 CHF | 58'000 | 58'000 | 31'515 | 31'515 | 460'884 CHF | 461'516 CHF | 83.74% | 83.74% |
26.04.2024 | 0.16% | 12.61 CHF | 12.63 CHF | 64'000 | 64'000 | 32'101 | 32'101 | 403'240 CHF | 403'885 CHF | 99.44% | 99.44% |
25.04.2024 | 0.18% | 12.04 CHF | 12.06 CHF | 66'000 | 66'000 | 33'335 | 33'335 | 384'534 CHF | 385'203 CHF | 99.80% | 99.80% |
24.04.2024 | 0.18% | 11.39 CHF | 11.41 CHF | 67'000 | 67'000 | 33'421 | 33'421 | 381'428 CHF | 382'098 CHF | 98.72% | 98.72% |
23.04.2024 | 0.23% | 9.04 CHF | 9.06 CHF | 74'000 | 74'000 | 38'483 | 38'483 | 339'191 CHF | 339'962 CHF | 99.98% | 99.98% |