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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 0.14% | 34.85 CHF | 34.90 CHF | 12'100 | 12'100 | 12'100 | 12'100 | 430'586 CHF | 431'193 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 32.00 CHF | 32.05 CHF | 13'400 | 13'400 | 13'400 | 13'400 | 426'445 CHF | 427'115 CHF | 99.86% | 99.86% |
02.05.2024 | 0.16% | 28.87 CHF | 28.92 CHF | 12'200 | 12'200 | 12'200 | 12'200 | 383'964 CHF | 384'574 CHF | 99.50% | 99.50% |
30.04.2024 | 0.29% | 32.70 CHF | 32.80 CHF | 11'000 | 11'000 | 10'995 | 10'995 | 381'637 CHF | 382'736 CHF | 99.99% | 99.99% |
29.04.2024 | 0.26% | 35.90 CHF | 36.00 CHF | 10'700 | 10'700 | 10'700 | 10'700 | 405'016 CHF | 406'086 CHF | 99.59% | 99.59% |
26.04.2024 | 0.14% | 37.00 CHF | 37.05 CHF | 12'200 | 12'200 | 12'199 | 12'200 | 430'228 CHF | 430'863 CHF | 98.82% | 98.82% |
25.04.2024 | 0.29% | 32.40 CHF | 32.50 CHF | 9'900 | 9'900 | 9'899 | 9'899 | 329'951 CHF | 330'920 CHF | 99.97% | 99.97% |
24.04.2024 | 0.23% | 39.75 CHF | 39.85 CHF | 8'300 | 8'300 | 8'300 | 8'300 | 360'688 CHF | 361'518 CHF | 99.99% | 99.99% |
23.04.2024 | 0.21% | 46.05 CHF | 46.15 CHF | 10'200 | 10'200 | 10'199 | 10'199 | 476'713 CHF | 477'738 CHF | 100.00% | 100.00% |
22.04.2024 | 0.28% | 37.00 CHF | 37.10 CHF | 11'500 | 11'500 | 11'500 | 11'500 | 411'316 CHF | 412'466 CHF | 100.00% | 100.00% |