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 | 0.07% | 14.36 CHF | 14.37 CHF | 92'000 | 92'000 | 40'496 | 40'496 | 582'443 CHF | 582'848 CHF | 98.98% | 98.98% |
07.05.2024 | 0.07% | 14.37 CHF | 14.38 CHF | 92'000 | 92'000 | 41'023 | 41'023 | 591'349 CHF | 591'760 CHF | 99.05% | 99.05% |
06.05.2024 | 0.07% | 14.53 CHF | 14.54 CHF | 91'000 | 91'000 | 40'771 | 40'771 | 582'474 CHF | 582'882 CHF | 99.97% | 99.97% |
03.05.2024 | 0.07% | 13.82 CHF | 13.83 CHF | 95'000 | 95'000 | 42'480 | 42'480 | 584'666 CHF | 585'091 CHF | 99.06% | 99.06% |
02.05.2024 | 0.08% | 13.49 CHF | 13.50 CHF | 97'000 | 97'000 | 44'064 | 44'064 | 588'608 CHF | 589'049 CHF | 99.44% | 99.44% |
30.04.2024 | 0.07% | 13.91 CHF | 13.92 CHF | 94'000 | 94'000 | 42'367 | 42'367 | 591'782 CHF | 592'207 CHF | 99.76% | 99.76% |
29.04.2024 | 0.07% | 13.80 CHF | 13.81 CHF | 95'000 | 95'000 | 41'501 | 41'501 | 576'561 CHF | 576'977 CHF | 98.65% | 98.65% |
26.04.2024 | 0.08% | 13.83 CHF | 13.84 CHF | 95'000 | 95'000 | 43'966 | 43'966 | 591'408 CHF | 591'849 CHF | 99.30% | 99.30% |
25.04.2024 | 0.08% | 12.88 CHF | 12.89 CHF | 100'000 | 100'000 | 45'381 | 45'381 | 574'016 CHF | 574'471 CHF | 97.72% | 97.72% |
24.04.2024 | 0.08% | 12.96 CHF | 12.97 CHF | 100'000 | 100'000 | 44'572 | 44'572 | 588'896 CHF | 589'342 CHF | 99.65% | 99.65% |