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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.53% | 3.83 CHF | 3.85 CHF | 58'000 | 58'000 | 57'366 | 57'366 | 220'192 CHF | 221'348 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 3.55 CHF | 3.57 CHF | 62'000 | 62'000 | 61'320 | 61'320 | 215'393 CHF | 216'628 CHF | 99.67% | 99.67% |
07.05.2024 | 0.58% | 3.54 CHF | 3.56 CHF | 62'000 | 62'000 | 61'295 | 61'295 | 215'285 CHF | 216'521 CHF | 100.00% | 100.00% |
06.05.2024 | 0.59% | 3.42 CHF | 3.44 CHF | 62'000 | 62'000 | 61'322 | 61'322 | 211'599 CHF | 212'834 CHF | 100.00% | 100.00% |
03.05.2024 | 0.62% | 3.33 CHF | 3.35 CHF | 64'000 | 64'000 | 63'290 | 63'290 | 209'011 CHF | 210'286 CHF | 98.95% | 98.95% |
02.05.2024 | 0.67% | 3.11 CHF | 3.13 CHF | 66'000 | 66'000 | 65'273 | 65'273 | 200'561 CHF | 201'876 CHF | 99.20% | 99.20% |
30.04.2024 | 0.64% | 3.14 CHF | 3.16 CHF | 64'000 | 64'000 | 63'267 | 63'267 | 204'519 CHF | 205'794 CHF | 100.00% | 100.00% |
29.04.2024 | 0.66% | 3.23 CHF | 3.25 CHF | 64'000 | 64'000 | 63'287 | 63'287 | 198'243 CHF | 199'518 CHF | 99.61% | 99.61% |
26.04.2024 | 0.65% | 3.04 CHF | 3.06 CHF | 66'000 | 66'000 | 65'288 | 65'288 | 206'503 CHF | 207'818 CHF | 99.64% | 99.64% |
25.04.2024 | 0.64% | 3.03 CHF | 3.05 CHF | 64'000 | 64'000 | 63'304 | 63'304 | 202'853 CHF | 204'128 CHF | 99.99% | 99.99% |