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 | 0.21% | 4.86 CHF | 4.87 CHF | 67'100 | 67'100 | 36'873 | 36'873 | 182'005 CHF | 182'374 CHF | 97.92% | 97.92% |
06.05.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 64'500 | 64'500 | 35'614 | 35'614 | 170'312 CHF | 170'669 CHF | 99.86% | 99.86% |
03.05.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 78'100 | 78'100 | 30'031 | 30'031 | 151'126 CHF | 151'427 CHF | 99.31% | 99.31% |
02.05.2024 | 0.28% | 3.75 CHF | 3.76 CHF | 90'400 | 90'400 | 49'634 | 49'634 | 182'804 CHF | 183'302 CHF | 99.77% | 99.77% |
30.04.2024 | 0.26% | 4.01 CHF | 4.02 CHF | 79'800 | 79'800 | 44'273 | 44'273 | 177'295 CHF | 177'739 CHF | 99.68% | 99.68% |
29.04.2024 | 0.26% | 4.03 CHF | 4.04 CHF | 87'400 | 87'400 | 48'691 | 48'691 | 192'021 CHF | 192'509 CHF | 99.67% | 99.67% |
26.04.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 88'000 | 88'000 | 48'803 | 48'803 | 176'896 CHF | 177'385 CHF | 99.48% | 99.48% |
25.04.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 90'600 | 90'600 | 49'938 | 49'938 | 174'134 CHF | 174'634 CHF | 99.88% | 99.88% |
24.04.2024 | 0.31% | 3.37 CHF | 3.38 CHF | 96'100 | 96'100 | 53'079 | 53'079 | 176'445 CHF | 176'977 CHF | 99.81% | 99.81% |
23.04.2024 | 0.32% | 3.24 CHF | 3.25 CHF | 99'500 | 99'500 | 55'117 | 55'117 | 174'559 CHF | 175'111 CHF | 99.60% | 99.60% |