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 | 0.15% | 13.20 CHF | 13.22 CHF | 40'000 | 40'000 | 39'926 | 39'926 | 526'011 CHF | 526'810 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 13.07 CHF | 13.09 CHF | 40'000 | 40'000 | 39'926 | 39'926 | 523'670 CHF | 524'469 CHF | 99.68% | 99.68% |
08.05.2024 | 0.16% | 12.89 CHF | 12.91 CHF | 40'000 | 40'000 | 39'676 | 39'676 | 511'621 CHF | 512'418 CHF | 93.27% | 93.27% |
07.05.2024 | 0.64% | 13.11 CHF | 13.13 CHF | 40'000 | 40'000 | 39'888 | 39'888 | 521'517 CHF | 524'843 CHF | 99.44% | 99.44% |
06.05.2024 | 0.70% | 12.92 CHF | 13.01 CHF | 42'500 | 42'500 | 42'422 | 42'422 | 544'145 CHF | 547'963 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 12.58 CHF | 12.67 CHF | 42'500 | 42'500 | 37'353 | 37'353 | 458'457 CHF | 461'853 CHF | 99.92% | 99.92% |
02.05.2024 | 0.74% | 12.08 CHF | 12.17 CHF | 42'500 | 42'500 | 42'420 | 42'420 | 511'985 CHF | 515'803 CHF | 99.66% | 99.66% |
30.04.2024 | 0.71% | 12.49 CHF | 12.58 CHF | 42'500 | 42'500 | 42'423 | 42'423 | 535'967 CHF | 539'786 CHF | 99.98% | 99.98% |
29.04.2024 | 0.71% | 12.63 CHF | 12.72 CHF | 42'500 | 42'500 | 42'414 | 42'414 | 535'235 CHF | 539'053 CHF | 99.70% | 99.70% |
26.04.2024 | 0.81% | 12.56 CHF | 12.65 CHF | 42'500 | 42'500 | 42'419 | 42'419 | 526'581 CHF | 530'838 CHF | 99.14% | 99.14% |