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 | 0.17% | 11.88 CHF | 11.90 CHF | 61'000 | 61'000 | 30'046 | 30'046 | 364'345 CHF | 364'947 CHF | 99.94% | 99.94% |
30.04.2024 | 0.15% | 12.54 CHF | 12.56 CHF | 60'000 | 60'000 | 29'484 | 29'484 | 388'294 CHF | 388'885 CHF | 96.78% | 96.78% |
29.04.2024 | 0.16% | 13.42 CHF | 13.44 CHF | 58'000 | 58'000 | 31'550 | 31'550 | 400'523 CHF | 401'155 CHF | 83.78% | 83.78% |
26.04.2024 | 0.19% | 10.67 CHF | 10.69 CHF | 64'000 | 64'000 | 32'094 | 32'094 | 341'228 CHF | 341'872 CHF | 99.43% | 99.43% |
25.04.2024 | 0.21% | 10.10 CHF | 10.12 CHF | 66'000 | 66'000 | 33'351 | 33'351 | 320'262 CHF | 320'931 CHF | 99.67% | 99.67% |
24.04.2024 | 0.22% | 9.46 CHF | 9.48 CHF | 67'000 | 67'000 | 33'391 | 33'391 | 316'574 CHF | 317'244 CHF | 98.64% | 98.64% |
23.04.2024 | 0.30% | 7.11 CHF | 7.13 CHF | 74'000 | 74'000 | 38'498 | 38'498 | 265'109 CHF | 265'880 CHF | 99.99% | 99.99% |
22.04.2024 | 0.30% | 6.45 CHF | 6.47 CHF | 80'000 | 80'000 | 39'027 | 39'027 | 261'961 CHF | 262'744 CHF | 99.95% | 99.95% |
19.04.2024 | 0.27% | 7.78 CHF | 7.80 CHF | 74'000 | 74'000 | 36'685 | 36'685 | 277'908 CHF | 278'644 CHF | 99.94% | 99.94% |
18.04.2024 | 0.25% | 8.03 CHF | 8.05 CHF | 74'000 | 74'000 | 36'734 | 36'734 | 298'635 CHF | 299'371 CHF | 99.95% | 99.95% |