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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.08% | 12.47 CHF | 12.48 CHF | 92'000 | 92'000 | 41'195 | 41'195 | 515'117 CHF | 515'529 CHF | 99.99% | 99.99% |
08.05.2024 | 0.08% | 12.57 CHF | 12.58 CHF | 92'000 | 92'000 | 40'503 | 40'503 | 510'082 CHF | 510'487 CHF | 98.99% | 98.99% |
07.05.2024 | 0.08% | 12.59 CHF | 12.60 CHF | 92'000 | 92'000 | 41'225 | 41'225 | 520'612 CHF | 521'025 CHF | 99.55% | 99.55% |
06.05.2024 | 0.08% | 12.75 CHF | 12.76 CHF | 91'000 | 91'000 | 40'788 | 40'788 | 510'039 CHF | 510'448 CHF | 100.00% | 100.00% |
03.05.2024 | 0.09% | 12.04 CHF | 12.05 CHF | 95'000 | 95'000 | 42'836 | 42'836 | 513'271 CHF | 513'700 CHF | 99.79% | 99.79% |
02.05.2024 | 0.09% | 11.69 CHF | 11.70 CHF | 97'000 | 97'000 | 44'339 | 44'339 | 512'533 CHF | 512'977 CHF | 99.96% | 99.96% |
30.04.2024 | 0.08% | 12.11 CHF | 12.12 CHF | 94'000 | 94'000 | 42'460 | 42'460 | 516'762 CHF | 517'188 CHF | 99.98% | 99.98% |
29.04.2024 | 0.08% | 12.01 CHF | 12.02 CHF | 95'000 | 95'000 | 41'984 | 41'984 | 507'808 CHF | 508'229 CHF | 99.54% | 99.54% |
26.04.2024 | 0.09% | 12.03 CHF | 12.04 CHF | 95'000 | 95'000 | 43'997 | 43'997 | 512'811 CHF | 513'252 CHF | 99.36% | 99.36% |
25.04.2024 | 0.09% | 11.08 CHF | 11.09 CHF | 100'000 | 100'000 | 45'598 | 45'598 | 494'691 CHF | 495'147 CHF | 98.08% | 98.08% |