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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.08% | 13.21 CHF | 13.22 CHF | 92'000 | 92'000 | 41'180 | 41'180 | 545'429 CHF | 545'841 CHF | 99.96% | 99.96% |
08.05.2024 | 0.08% | 13.31 CHF | 13.32 CHF | 92'000 | 92'000 | 40'498 | 40'498 | 540'036 CHF | 540'442 CHF | 98.97% | 98.97% |
07.05.2024 | 0.08% | 13.32 CHF | 13.33 CHF | 92'000 | 92'000 | 41'010 | 41'010 | 548'298 CHF | 548'709 CHF | 99.05% | 99.05% |
06.05.2024 | 0.08% | 13.48 CHF | 13.49 CHF | 91'000 | 91'000 | 40'767 | 40'767 | 539'892 CHF | 540'300 CHF | 99.96% | 99.96% |
03.05.2024 | 0.08% | 12.78 CHF | 12.79 CHF | 95'000 | 95'000 | 42'505 | 42'505 | 540'683 CHF | 541'109 CHF | 99.14% | 99.14% |
02.05.2024 | 0.08% | 12.43 CHF | 12.44 CHF | 97'000 | 97'000 | 44'056 | 44'056 | 542'212 CHF | 542'653 CHF | 99.43% | 99.43% |
30.04.2024 | 0.08% | 12.86 CHF | 12.87 CHF | 94'000 | 94'000 | 42'335 | 42'335 | 546'830 CHF | 547'254 CHF | 99.74% | 99.74% |
29.04.2024 | 0.08% | 12.76 CHF | 12.77 CHF | 95'000 | 95'000 | 41'523 | 41'523 | 533'304 CHF | 533'720 CHF | 98.68% | 98.68% |
26.04.2024 | 0.08% | 12.77 CHF | 12.78 CHF | 95'000 | 95'000 | 43'958 | 43'958 | 545'172 CHF | 545'612 CHF | 99.29% | 99.29% |
25.04.2024 | 0.09% | 11.83 CHF | 11.84 CHF | 100'000 | 100'000 | 45'395 | 45'395 | 526'501 CHF | 526'956 CHF | 97.70% | 97.70% |