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% | 13.03 CHF | 13.04 CHF | 92'000 | 92'000 | 41'009 | 41'009 | 536'350 CHF | 536'761 CHF | 99.05% | 99.05% |
06.05.2024 | 0.08% | 13.19 CHF | 13.20 CHF | 91'000 | 91'000 | 40'767 | 40'767 | 528'065 CHF | 528'473 CHF | 99.96% | 99.96% |
03.05.2024 | 0.08% | 12.49 CHF | 12.50 CHF | 95'000 | 95'000 | 42'503 | 42'503 | 528'326 CHF | 528'752 CHF | 99.12% | 99.12% |
02.05.2024 | 0.08% | 12.14 CHF | 12.15 CHF | 97'000 | 97'000 | 44'023 | 44'023 | 528'952 CHF | 529'393 CHF | 99.37% | 99.37% |
30.04.2024 | 0.08% | 12.57 CHF | 12.58 CHF | 94'000 | 94'000 | 42'376 | 42'376 | 534'956 CHF | 535'381 CHF | 99.81% | 99.81% |
29.04.2024 | 0.08% | 12.46 CHF | 12.47 CHF | 95'000 | 95'000 | 41'520 | 41'520 | 521'153 CHF | 521'569 CHF | 98.68% | 98.68% |
26.04.2024 | 0.08% | 12.48 CHF | 12.49 CHF | 95'000 | 95'000 | 43'961 | 43'961 | 532'398 CHF | 532'838 CHF | 99.29% | 99.29% |
25.04.2024 | 0.09% | 11.54 CHF | 11.55 CHF | 100'000 | 100'000 | 45'503 | 45'503 | 514'481 CHF | 514'937 CHF | 97.84% | 97.84% |
24.04.2024 | 0.09% | 11.62 CHF | 11.63 CHF | 100'000 | 100'000 | 44'567 | 44'567 | 529'018 CHF | 529'464 CHF | 99.64% | 99.64% |
23.04.2024 | 0.09% | 11.58 CHF | 11.59 CHF | 100'000 | 100'000 | 45'307 | 45'307 | 516'128 CHF | 516'582 CHF | 99.99% | 99.99% |