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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.08% | 12.94 CHF | 12.95 CHF | 92'000 | 92'000 | 41'019 | 41'019 | 532'451 CHF | 532'862 CHF | 99.07% | 99.07% |
06.05.2024 | 0.08% | 13.09 CHF | 13.10 CHF | 91'000 | 91'000 | 40'770 | 40'770 | 524'095 CHF | 524'504 CHF | 99.97% | 99.97% |
03.05.2024 | 0.08% | 12.39 CHF | 12.40 CHF | 95'000 | 95'000 | 42'516 | 42'516 | 524'303 CHF | 524'729 CHF | 99.16% | 99.16% |
02.05.2024 | 0.09% | 12.04 CHF | 12.05 CHF | 97'000 | 97'000 | 44'043 | 44'043 | 524'834 CHF | 525'275 CHF | 99.41% | 99.41% |
30.04.2024 | 0.08% | 12.47 CHF | 12.48 CHF | 94'000 | 94'000 | 42'345 | 42'345 | 530'373 CHF | 530'797 CHF | 99.70% | 99.70% |
29.04.2024 | 0.08% | 12.37 CHF | 12.38 CHF | 95'000 | 95'000 | 41'508 | 41'508 | 516'901 CHF | 517'316 CHF | 98.66% | 98.66% |
26.04.2024 | 0.09% | 12.38 CHF | 12.39 CHF | 95'000 | 95'000 | 43'973 | 43'973 | 528'186 CHF | 528'626 CHF | 99.32% | 99.32% |
25.04.2024 | 0.09% | 11.44 CHF | 11.45 CHF | 100'000 | 100'000 | 45'470 | 45'470 | 509'614 CHF | 510'069 CHF | 97.81% | 97.81% |
24.04.2024 | 0.09% | 11.52 CHF | 11.53 CHF | 100'000 | 100'000 | 44'581 | 44'581 | 524'774 CHF | 525'221 CHF | 99.67% | 99.67% |
23.04.2024 | 0.09% | 11.48 CHF | 11.49 CHF | 100'000 | 100'000 | 45'301 | 45'301 | 511'591 CHF | 512'045 CHF | 99.98% | 99.98% |