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 | 0.33% | 3.06 CHF | 3.07 CHF | 904'200 | 904'200 | 904'094 | 904'094 | 2'742'270 CHF | 2'751'310 CHF | 99.44% | 99.44% |
07.05.2024 | 0.30% | 3.11 CHF | 3.12 CHF | 767'600 | 767'600 | 767'148 | 767'148 | 2'598'690 CHF | 2'606'370 CHF | 100.00% | 100.00% |
06.05.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 689'200 | 689'200 | 689'200 | 689'200 | 2'583'770 CHF | 2'590'660 CHF | 99.73% | 99.73% |
03.05.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 645'700 | 645'700 | 645'700 | 645'700 | 2'620'540 CHF | 2'627'000 CHF | 99.42% | 99.42% |
02.05.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 661'100 | 661'100 | 661'100 | 661'100 | 2'765'640 CHF | 2'772'250 CHF | 99.62% | 99.62% |
30.04.2024 | 0.25% | 4.21 CHF | 4.22 CHF | 737'300 | 737'300 | 737'042 | 737'042 | 2'918'210 CHF | 2'925'580 CHF | 99.99% | 99.99% |
29.04.2024 | 0.28% | 3.75 CHF | 3.76 CHF | 758'600 | 758'600 | 753'147 | 753'147 | 2'794'480 CHF | 2'802'020 CHF | 99.63% | 99.63% |
26.04.2024 | 0.26% | 3.69 CHF | 3.70 CHF | 647'400 | 647'400 | 647'400 | 647'400 | 2'526'690 CHF | 2'533'170 CHF | 99.14% | 99.14% |
25.04.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 716'200 | 716'200 | 716'159 | 716'159 | 3'014'060 CHF | 3'021'220 CHF | 99.99% | 99.99% |
24.04.2024 | 0.27% | 3.94 CHF | 3.95 CHF | 738'300 | 738'300 | 738'006 | 738'006 | 2'750'080 CHF | 2'757'460 CHF | 100.00% | 100.00% |