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% | 12.94 CHF | 12.95 CHF | 92'000 | 92'000 | 41'715 | 41'715 | 538'224 CHF | 538'642 CHF | 99.93% | 99.93% |
10.05.2024 | 0.08% | 12.87 CHF | 12.88 CHF | 92'000 | 92'000 | 41'197 | 41'197 | 531'379 CHF | 531'791 CHF | 100.00% | 100.00% |
08.05.2024 | 0.08% | 12.97 CHF | 12.98 CHF | 92'000 | 92'000 | 40'500 | 40'500 | 526'022 CHF | 526'427 CHF | 98.98% | 98.98% |
07.05.2024 | 0.08% | 12.98 CHF | 12.99 CHF | 92'000 | 92'000 | 41'228 | 41'228 | 536'902 CHF | 537'315 CHF | 99.55% | 99.55% |
06.05.2024 | 0.08% | 13.14 CHF | 13.15 CHF | 91'000 | 91'000 | 40'787 | 40'787 | 526'060 CHF | 526'468 CHF | 100.00% | 100.00% |
03.05.2024 | 0.08% | 12.43 CHF | 12.44 CHF | 95'000 | 95'000 | 42'831 | 42'831 | 530'043 CHF | 530'472 CHF | 99.77% | 99.77% |
02.05.2024 | 0.09% | 12.08 CHF | 12.09 CHF | 97'000 | 97'000 | 44'324 | 44'324 | 529'900 CHF | 530'344 CHF | 99.94% | 99.94% |
30.04.2024 | 0.08% | 12.51 CHF | 12.52 CHF | 94'000 | 94'000 | 42'480 | 42'480 | 533'830 CHF | 534'256 CHF | 99.99% | 99.99% |
29.04.2024 | 0.08% | 12.41 CHF | 12.42 CHF | 95'000 | 95'000 | 41'996 | 41'996 | 524'531 CHF | 524'952 CHF | 99.56% | 99.56% |
26.04.2024 | 0.09% | 12.42 CHF | 12.43 CHF | 95'000 | 95'000 | 44'047 | 44'047 | 530'782 CHF | 531'223 CHF | 99.48% | 99.48% |