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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.12% | 8.53 CHF | 8.54 CHF | 72'000 | 72'000 | 30'950 | 30'950 | 266'672 CHF | 266'982 CHF | 99.05% | 99.05% |
07.05.2024 | 0.12% | 8.85 CHF | 8.86 CHF | 70'000 | 70'000 | 30'636 | 30'636 | 267'602 CHF | 267'910 CHF | 99.54% | 99.54% |
06.05.2024 | 0.12% | 8.71 CHF | 8.72 CHF | 71'000 | 71'000 | 30'778 | 30'778 | 264'868 CHF | 265'177 CHF | 99.76% | 99.76% |
03.05.2024 | 0.13% | 8.01 CHF | 8.02 CHF | 75'000 | 75'000 | 32'716 | 32'716 | 261'596 CHF | 261'923 CHF | 99.68% | 99.68% |
02.05.2024 | 0.13% | 7.81 CHF | 7.82 CHF | 76'000 | 76'000 | 32'601 | 32'601 | 254'498 CHF | 254'824 CHF | 99.78% | 99.78% |
30.04.2024 | 0.11% | 9.26 CHF | 9.27 CHF | 68'000 | 68'000 | 29'433 | 29'433 | 273'675 CHF | 273'970 CHF | 99.78% | 99.78% |
29.04.2024 | 0.11% | 9.18 CHF | 9.19 CHF | 69'000 | 69'000 | 29'961 | 29'961 | 272'445 CHF | 272'745 CHF | 98.83% | 98.83% |
26.04.2024 | 0.11% | 9.03 CHF | 9.04 CHF | 69'000 | 69'000 | 26'321 | 26'321 | 234'506 CHF | 234'769 CHF | 99.01% | 99.01% |
25.04.2024 | 0.12% | 8.54 CHF | 8.55 CHF | 72'000 | 72'000 | 30'916 | 30'916 | 260'957 CHF | 261'267 CHF | 99.17% | 99.17% |
24.04.2024 | 0.12% | 8.48 CHF | 8.49 CHF | 72'000 | 72'000 | 30'647 | 30'647 | 267'603 CHF | 267'910 CHF | 99.67% | 99.67% |