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% | 8.37 CHF | 8.38 CHF | 72'000 | 72'000 | 30'950 | 30'950 | 261'480 CHF | 261'790 CHF | 99.06% | 99.06% |
07.05.2024 | 0.12% | 8.69 CHF | 8.70 CHF | 70'000 | 70'000 | 30'667 | 30'667 | 262'757 CHF | 263'064 CHF | 99.64% | 99.64% |
06.05.2024 | 0.12% | 8.55 CHF | 8.56 CHF | 71'000 | 71'000 | 30'852 | 30'852 | 260'333 CHF | 260'642 CHF | 99.94% | 99.94% |
03.05.2024 | 0.13% | 7.84 CHF | 7.85 CHF | 75'000 | 75'000 | 32'660 | 32'660 | 255'683 CHF | 256'010 CHF | 99.55% | 99.55% |
02.05.2024 | 0.13% | 7.64 CHF | 7.65 CHF | 76'000 | 76'000 | 32'650 | 32'650 | 249'356 CHF | 249'683 CHF | 99.90% | 99.90% |
30.04.2024 | 0.11% | 9.09 CHF | 9.10 CHF | 68'000 | 68'000 | 29'510 | 29'510 | 269'452 CHF | 269'747 CHF | 99.97% | 99.97% |
29.04.2024 | 0.11% | 9.01 CHF | 9.02 CHF | 69'000 | 69'000 | 29'981 | 29'981 | 267'623 CHF | 267'923 CHF | 98.88% | 98.88% |
26.04.2024 | 0.12% | 8.87 CHF | 8.88 CHF | 69'000 | 69'000 | 26'457 | 26'457 | 231'266 CHF | 231'531 CHF | 98.83% | 98.83% |
25.04.2024 | 0.12% | 8.37 CHF | 8.38 CHF | 72'000 | 72'000 | 31'112 | 31'112 | 257'339 CHF | 257'650 CHF | 99.66% | 99.66% |
24.04.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 72'000 | 72'000 | 30'701 | 30'701 | 262'927 CHF | 263'235 CHF | 99.71% | 99.71% |