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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.50% | 3.95 CHF | 3.97 CHF | 31'100 | 31'100 | 31'100 | 31'100 | 124'706 CHF | 125'328 CHF | 99.09% | 99.09% |
07.05.2024 | 0.45% | 4.33 CHF | 4.35 CHF | 37'700 | 37'700 | 36'493 | 36'493 | 160'413 CHF | 161'143 CHF | 99.53% | 99.53% |
06.05.2024 | 0.63% | 3.25 CHF | 3.27 CHF | 41'100 | 41'100 | 41'100 | 41'100 | 130'812 CHF | 131'634 CHF | 100.00% | 100.00% |
03.05.2024 | 0.66% | 3.07 CHF | 3.09 CHF | 42'600 | 42'600 | 42'621 | 42'621 | 128'890 CHF | 129'742 CHF | 99.93% | 99.93% |
02.05.2024 | 0.67% | 2.92 CHF | 2.94 CHF | 44'800 | 44'800 | 44'527 | 44'527 | 131'521 CHF | 132'412 CHF | 99.99% | 99.99% |
30.04.2024 | 0.66% | 2.93 CHF | 2.95 CHF | 44'100 | 44'100 | 42'419 | 42'419 | 128'476 CHF | 129'325 CHF | 100.00% | 100.00% |
29.04.2024 | 0.64% | 3.06 CHF | 3.08 CHF | 42'200 | 42'200 | 42'200 | 42'200 | 130'597 CHF | 131'441 CHF | 100.00% | 100.00% |
26.04.2024 | 0.66% | 3.04 CHF | 3.06 CHF | 42'700 | 42'700 | 42'700 | 42'700 | 129'024 CHF | 129'878 CHF | 99.59% | 99.59% |
25.04.2024 | 0.64% | 3.03 CHF | 3.05 CHF | 42'400 | 42'400 | 42'400 | 42'400 | 131'224 CHF | 132'072 CHF | 99.99% | 99.99% |
24.04.2024 | 0.62% | 3.03 CHF | 3.05 CHF | 38'600 | 38'600 | 38'330 | 38'330 | 122'644 CHF | 123'411 CHF | 99.90% | 99.90% |