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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.21% | 12.00 CHF | 12.02 CHF | 42'500 | 42'500 | 32'107 | 32'107 | 384'624 CHF | 385'369 CHF | 100.00% | 100.00% |
13.05.2024 | 0.17% | 11.98 CHF | 12.00 CHF | 42'500 | 42'500 | 42'422 | 42'422 | 507'371 CHF | 508'220 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 11.86 CHF | 11.88 CHF | 42'500 | 42'500 | 42'422 | 42'422 | 504'777 CHF | 505'626 CHF | 99.90% | 99.90% |
08.05.2024 | 0.17% | 11.68 CHF | 11.70 CHF | 42'500 | 42'500 | 42'155 | 42'155 | 492'880 CHF | 493'726 CHF | 93.26% | 93.26% |
07.05.2024 | 0.70% | 11.90 CHF | 11.92 CHF | 42'500 | 42'500 | 42'372 | 42'372 | 503'285 CHF | 506'821 CHF | 99.99% | 99.99% |
06.05.2024 | 0.77% | 11.73 CHF | 11.82 CHF | 42'500 | 42'500 | 42'422 | 42'422 | 493'817 CHF | 497'635 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 11.39 CHF | 11.48 CHF | 42'500 | 42'500 | 37'356 | 37'356 | 414'347 CHF | 417'743 CHF | 99.91% | 99.91% |
02.05.2024 | 0.82% | 10.90 CHF | 10.99 CHF | 42'500 | 42'500 | 42'419 | 42'419 | 462'059 CHF | 465'877 CHF | 99.20% | 99.20% |
30.04.2024 | 0.78% | 11.30 CHF | 11.39 CHF | 42'500 | 42'500 | 42'423 | 42'423 | 485'752 CHF | 489'570 CHF | 100.00% | 100.00% |
29.04.2024 | 0.78% | 11.45 CHF | 11.54 CHF | 42'500 | 42'500 | 42'414 | 42'414 | 485'046 CHF | 488'863 CHF | 99.75% | 99.75% |