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 | 0.46% | 6.87 CHF | 6.90 CHF | 66'900 | 66'900 | 66'894 | 66'894 | 437'038 CHF | 439'045 CHF | 99.29% | 99.29% |
07.05.2024 | 0.44% | 6.71 CHF | 6.74 CHF | 66'700 | 66'700 | 66'663 | 66'663 | 450'763 CHF | 452'764 CHF | 100.00% | 100.00% |
06.05.2024 | 0.43% | 6.87 CHF | 6.90 CHF | 67'600 | 67'600 | 67'600 | 67'600 | 468'997 CHF | 471'025 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 6.84 CHF | 6.87 CHF | 65'400 | 65'400 | 65'400 | 65'400 | 459'357 CHF | 461'319 CHF | 99.90% | 99.90% |
02.05.2024 | 0.42% | 6.90 CHF | 6.93 CHF | 65'300 | 65'300 | 65'300 | 65'300 | 470'838 CHF | 472'797 CHF | 99.95% | 99.95% |
30.04.2024 | 0.35% | 8.25 CHF | 8.28 CHF | 56'600 | 56'600 | 56'572 | 56'572 | 481'795 CHF | 483'493 CHF | 100.00% | 100.00% |
29.04.2024 | 0.34% | 8.57 CHF | 8.60 CHF | 54'100 | 54'100 | 54'092 | 54'092 | 479'485 CHF | 481'108 CHF | 100.00% | 100.00% |
26.04.2024 | 0.33% | 9.03 CHF | 9.06 CHF | 54'600 | 54'600 | 54'600 | 54'600 | 497'723 CHF | 499'361 CHF | 99.37% | 99.37% |
25.04.2024 | 0.35% | 8.40 CHF | 8.43 CHF | 56'100 | 56'100 | 56'100 | 56'100 | 484'512 CHF | 486'195 CHF | 99.95% | 99.95% |
24.04.2024 | 0.34% | 8.55 CHF | 8.58 CHF | 55'000 | 55'000 | 54'982 | 54'982 | 480'022 CHF | 481'672 CHF | 100.00% | 100.00% |