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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.08% | 13.14 CHF | 13.15 CHF | 92'000 | 92'000 | 41'705 | 41'705 | 546'349 CHF | 546'767 CHF | 99.95% | 99.95% |
10.05.2024 | 0.08% | 13.07 CHF | 13.08 CHF | 92'000 | 92'000 | 41'197 | 41'197 | 539'539 CHF | 539'952 CHF | 100.00% | 100.00% |
08.05.2024 | 0.08% | 13.16 CHF | 13.17 CHF | 92'000 | 92'000 | 40'504 | 40'504 | 534'102 CHF | 534'508 CHF | 98.99% | 98.99% |
07.05.2024 | 0.08% | 13.18 CHF | 13.19 CHF | 92'000 | 92'000 | 41'228 | 41'228 | 545'059 CHF | 545'472 CHF | 99.54% | 99.54% |
06.05.2024 | 0.08% | 13.34 CHF | 13.35 CHF | 91'000 | 91'000 | 40'788 | 40'788 | 534'118 CHF | 534'526 CHF | 100.00% | 100.00% |
03.05.2024 | 0.08% | 12.63 CHF | 12.64 CHF | 95'000 | 95'000 | 42'838 | 42'838 | 538'592 CHF | 539'021 CHF | 99.81% | 99.81% |
02.05.2024 | 0.08% | 12.28 CHF | 12.29 CHF | 97'000 | 97'000 | 44'327 | 44'327 | 538'765 CHF | 539'209 CHF | 99.95% | 99.95% |
30.04.2024 | 0.08% | 12.71 CHF | 12.72 CHF | 94'000 | 94'000 | 42'484 | 42'484 | 542'329 CHF | 542'755 CHF | 99.99% | 99.99% |
29.04.2024 | 0.08% | 12.61 CHF | 12.62 CHF | 95'000 | 95'000 | 41'988 | 41'988 | 532'784 CHF | 533'204 CHF | 99.54% | 99.54% |
26.04.2024 | 0.08% | 12.62 CHF | 12.63 CHF | 95'000 | 95'000 | 44'053 | 44'053 | 539'612 CHF | 540'053 CHF | 99.48% | 99.48% |