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 | 0.39% | 2.57 CHF | 2.58 CHF | 69'000 | 69'000 | 67'633 | 67'633 | 174'638 CHF | 175'315 CHF | 100.00% | 100.00% |
06.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 68'000 | 68'000 | 67'362 | 67'362 | 176'992 CHF | 177'666 CHF | 100.00% | 100.00% |
03.05.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 68'000 | 68'000 | 66'799 | 66'799 | 176'883 CHF | 177'552 CHF | 98.47% | 98.47% |
02.05.2024 | 0.37% | 2.62 CHF | 2.63 CHF | 68'000 | 68'000 | 66'392 | 66'392 | 179'453 CHF | 180'117 CHF | 99.62% | 99.62% |
30.04.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 65'000 | 65'000 | 63'679 | 63'679 | 190'643 CHF | 191'281 CHF | 99.94% | 99.94% |
29.04.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 64'000 | 64'000 | 63'290 | 63'290 | 194'161 CHF | 194'794 CHF | 100.00% | 100.00% |
26.04.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 63'000 | 63'000 | 62'644 | 62'644 | 195'514 CHF | 196'141 CHF | 99.85% | 99.85% |
25.04.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 65'000 | 65'000 | 63'525 | 63'525 | 191'904 CHF | 192'540 CHF | 99.52% | 99.52% |
24.04.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 64'000 | 64'000 | 63'398 | 63'398 | 192'967 CHF | 193'602 CHF | 99.94% | 99.94% |
23.04.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 64'000 | 64'000 | 64'041 | 64'048 | 187'845 CHF | 188'509 CHF | 99.72% | 99.72% |