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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 154'400 | 154'400 | 154'400 | 154'400 | 517'445 CHF | 518'989 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 3.34 CHF | 3.35 CHF | 162'800 | 162'800 | 162'800 | 162'800 | 554'504 CHF | 556'132 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 177'600 | 177'600 | 177'577 | 177'577 | 537'241 CHF | 539'017 CHF | 99.67% | 99.67% |
07.05.2024 | 0.36% | 2.90 CHF | 2.91 CHF | 196'200 | 196'200 | 196'151 | 196'151 | 540'596 CHF | 542'558 CHF | 99.68% | 99.68% |
06.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 209'600 | 209'600 | 209'600 | 209'600 | 534'237 CHF | 536'333 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 220'500 | 220'500 | 220'500 | 220'500 | 531'580 CHF | 533'785 CHF | 99.90% | 99.90% |
02.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 208'400 | 208'400 | 208'400 | 208'400 | 485'901 CHF | 487'985 CHF | 99.63% | 99.63% |
30.04.2024 | 0.38% | 2.41 CHF | 2.42 CHF | 187'300 | 187'300 | 187'199 | 187'199 | 490'327 CHF | 492'200 CHF | 100.00% | 100.00% |
29.04.2024 | 0.35% | 2.75 CHF | 2.76 CHF | 179'000 | 179'000 | 178'970 | 178'970 | 507'073 CHF | 508'863 CHF | 99.66% | 99.66% |
26.04.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 203'800 | 203'800 | 203'800 | 203'800 | 559'707 CHF | 561'745 CHF | 99.62% | 99.62% |