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 | 3.13% | 0.29 CHF | 0.30 CHF | 168'000 | 168'000 | 168'194 | 168'194 | 53'092 CHF | 54'775 CHF | 99.89% | 99.89% |
06.05.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 170'000 | 170'000 | 169'790 | 169'790 | 59'803 CHF | 61'501 CHF | 100.00% | 100.00% |
03.05.2024 | 2.80% | 0.38 CHF | 0.39 CHF | 170'000 | 170'000 | 169'926 | 169'926 | 59'832 CHF | 61'531 CHF | 99.99% | 99.99% |
02.05.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 168'000 | 168'000 | 168'499 | 168'499 | 55'186 CHF | 56'871 CHF | 98.59% | 98.59% |
30.04.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 168'000 | 168'000 | 168'010 | 168'010 | 55'229 CHF | 56'910 CHF | 100.00% | 100.00% |
29.04.2024 | 3.09% | 0.34 CHF | 0.35 CHF | 168'000 | 168'000 | 168'125 | 168'125 | 53'587 CHF | 55'268 CHF | 100.00% | 100.00% |
26.04.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 168'000 | 168'000 | 167'959 | 167'959 | 51'342 CHF | 53'021 CHF | 99.43% | 99.43% |
25.04.2024 | 3.76% | 0.28 CHF | 0.29 CHF | 166'000 | 166'000 | 166'005 | 166'005 | 43'356 CHF | 45'016 CHF | 99.69% | 99.69% |
24.04.2024 | 3.38% | 0.32 CHF | 0.33 CHF | 168'000 | 168'000 | 166'966 | 166'966 | 48'763 CHF | 50'433 CHF | 99.32% | 99.32% |
23.04.2024 | 4.18% | 0.32 CHF | 0.33 CHF | 168'000 | 168'000 | 165'198 | 165'198 | 39'978 CHF | 41'630 CHF | 99.99% | 99.99% |