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 | 0.19% | 10.51 CHF | 10.53 CHF | 61'000 | 61'000 | 30'048 | 30'048 | 323'296 CHF | 323'899 CHF | 99.94% | 99.94% |
30.04.2024 | 0.17% | 11.17 CHF | 11.19 CHF | 60'000 | 60'000 | 29'481 | 29'481 | 347'927 CHF | 348'518 CHF | 96.72% | 96.72% |
29.04.2024 | 0.18% | 12.05 CHF | 12.07 CHF | 58'000 | 58'000 | 31'517 | 31'517 | 357'075 CHF | 357'706 CHF | 83.74% | 83.74% |
26.04.2024 | 0.22% | 9.30 CHF | 9.32 CHF | 64'000 | 64'000 | 32'074 | 32'074 | 297'197 CHF | 297'841 CHF | 99.37% | 99.37% |
25.04.2024 | 0.25% | 8.74 CHF | 8.76 CHF | 66'000 | 66'000 | 33'361 | 33'361 | 274'765 CHF | 275'434 CHF | 99.68% | 99.68% |
24.04.2024 | 0.25% | 8.09 CHF | 8.11 CHF | 67'000 | 67'000 | 33'396 | 33'396 | 270'996 CHF | 271'665 CHF | 98.67% | 98.67% |
23.04.2024 | 0.37% | 5.75 CHF | 5.77 CHF | 74'000 | 74'000 | 38'489 | 38'489 | 212'662 CHF | 213'434 CHF | 99.99% | 99.99% |
22.04.2024 | 0.38% | 5.08 CHF | 5.10 CHF | 80'000 | 80'000 | 39'019 | 39'019 | 208'725 CHF | 209'508 CHF | 99.95% | 99.95% |
19.04.2024 | 0.33% | 6.42 CHF | 6.44 CHF | 74'000 | 74'000 | 36'695 | 36'695 | 228'172 CHF | 228'909 CHF | 99.96% | 99.96% |
18.04.2024 | 0.30% | 6.67 CHF | 6.69 CHF | 74'000 | 74'000 | 36'740 | 36'740 | 248'779 CHF | 249'516 CHF | 99.98% | 99.98% |