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 | 0.26% | 7.43 CHF | 7.44 CHF | 57'300 | 57'300 | 19'301 | 19'301 | 138'200 CHF | 138'465 CHF | 98.99% | 98.99% |
07.05.2024 | 0.24% | 6.88 CHF | 6.89 CHF | 59'900 | 59'900 | 21'779 | 21'779 | 143'515 CHF | 143'783 CHF | 97.81% | 97.81% |
06.05.2024 | 0.26% | 6.32 CHF | 6.33 CHF | 67'500 | 67'500 | 23'716 | 23'716 | 143'756 CHF | 144'050 CHF | 100.00% | 100.00% |
03.05.2024 | 0.19% | 5.67 CHF | 5.68 CHF | 75'000 | 75'000 | 25'826 | 25'826 | 142'933 CHF | 143'191 CHF | 99.73% | 99.73% |
02.05.2024 | 0.20% | 5.29 CHF | 5.30 CHF | 80'300 | 80'300 | 28'107 | 28'107 | 143'277 CHF | 143'559 CHF | 99.78% | 99.78% |
30.04.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 79'500 | 79'500 | 27'033 | 27'033 | 137'797 CHF | 138'068 CHF | 99.98% | 99.98% |
29.04.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 78'600 | 78'600 | 26'602 | 26'602 | 136'471 CHF | 136'737 CHF | 99.56% | 99.56% |
26.04.2024 | 0.27% | 5.06 CHF | 5.07 CHF | 77'100 | 77'100 | 26'124 | 26'124 | 135'325 CHF | 135'633 CHF | 99.32% | 99.32% |
25.04.2024 | 0.21% | 5.18 CHF | 5.19 CHF | 78'300 | 78'300 | 27'733 | 27'733 | 138'933 CHF | 139'211 CHF | 99.98% | 99.98% |
24.04.2024 | 0.26% | 5.10 CHF | 5.11 CHF | 71'000 | 71'000 | 23'381 | 23'381 | 129'619 CHF | 129'902 CHF | 99.22% | 99.22% |