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 | 0.15% | 12.79 CHF | 12.81 CHF | 61'000 | 61'000 | 30'051 | 30'051 | 391'769 CHF | 392'371 CHF | 99.95% | 99.95% |
30.04.2024 | 0.14% | 13.46 CHF | 13.48 CHF | 60'000 | 60'000 | 29'488 | 29'488 | 415'213 CHF | 415'805 CHF | 96.79% | 96.79% |
29.04.2024 | 0.15% | 14.32 CHF | 14.34 CHF | 58'000 | 58'000 | 31'550 | 31'550 | 429'184 CHF | 429'816 CHF | 83.78% | 83.78% |
26.04.2024 | 0.18% | 11.58 CHF | 11.60 CHF | 64'000 | 64'000 | 32'087 | 32'087 | 370'322 CHF | 370'967 CHF | 99.40% | 99.40% |
25.04.2024 | 0.20% | 11.01 CHF | 11.03 CHF | 66'000 | 66'000 | 33'345 | 33'345 | 350'557 CHF | 351'225 CHF | 99.64% | 99.64% |
24.04.2024 | 0.20% | 10.37 CHF | 10.39 CHF | 67'000 | 67'000 | 33'398 | 33'398 | 347'039 CHF | 347'708 CHF | 98.65% | 98.65% |
23.04.2024 | 0.26% | 8.02 CHF | 8.04 CHF | 74'000 | 74'000 | 38'483 | 38'483 | 299'918 CHF | 300'689 CHF | 99.98% | 99.98% |
22.04.2024 | 0.27% | 7.35 CHF | 7.37 CHF | 80'000 | 80'000 | 39'020 | 39'020 | 297'280 CHF | 298'063 CHF | 99.95% | 99.95% |
19.04.2024 | 0.24% | 8.68 CHF | 8.70 CHF | 74'000 | 74'000 | 36'688 | 36'688 | 311'068 CHF | 311'805 CHF | 99.95% | 99.95% |
18.04.2024 | 0.22% | 8.94 CHF | 8.96 CHF | 74'000 | 74'000 | 36'727 | 36'727 | 331'811 CHF | 332'547 CHF | 99.92% | 99.92% |