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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.08% | 13.31 CHF | 13.32 CHF | 91'000 | 91'000 | 41'126 | 41'126 | 543'538 CHF | 543'949 CHF | 99.64% | 99.64% |
13.05.2024 | 0.08% | 13.24 CHF | 13.25 CHF | 92'000 | 92'000 | 41'707 | 41'707 | 550'630 CHF | 551'047 CHF | 99.95% | 99.95% |
10.05.2024 | 0.08% | 13.17 CHF | 13.18 CHF | 92'000 | 92'000 | 41'199 | 41'199 | 543'753 CHF | 544'166 CHF | 100.00% | 100.00% |
08.05.2024 | 0.08% | 13.27 CHF | 13.28 CHF | 92'000 | 92'000 | 40'504 | 40'504 | 538'228 CHF | 538'634 CHF | 98.98% | 98.98% |
07.05.2024 | 0.08% | 13.28 CHF | 13.29 CHF | 92'000 | 92'000 | 41'223 | 41'223 | 549'178 CHF | 549'592 CHF | 99.55% | 99.55% |
06.05.2024 | 0.08% | 13.44 CHF | 13.45 CHF | 91'000 | 91'000 | 40'787 | 40'787 | 538'257 CHF | 538'665 CHF | 100.00% | 100.00% |
03.05.2024 | 0.08% | 12.73 CHF | 12.74 CHF | 95'000 | 95'000 | 42'824 | 42'824 | 542'758 CHF | 543'187 CHF | 99.77% | 99.77% |
02.05.2024 | 0.08% | 12.38 CHF | 12.39 CHF | 97'000 | 97'000 | 44'336 | 44'336 | 543'404 CHF | 543'848 CHF | 99.95% | 99.95% |
30.04.2024 | 0.08% | 12.81 CHF | 12.82 CHF | 94'000 | 94'000 | 42'456 | 42'456 | 546'319 CHF | 546'744 CHF | 99.98% | 99.98% |
29.04.2024 | 0.08% | 12.71 CHF | 12.72 CHF | 95'000 | 95'000 | 41'988 | 41'988 | 537'071 CHF | 537'491 CHF | 99.55% | 99.55% |