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 | 0.24% | 4.23 CHF | 4.24 CHF | 25'800 | 25'800 | 25'800 | 25'800 | 109'328 CHF | 109'586 CHF | 98.62% | 98.62% |
07.05.2024 | 0.25% | 4.17 CHF | 4.18 CHF | 28'100 | 28'100 | 28'099 | 28'099 | 111'807 CHF | 112'088 CHF | 99.42% | 99.42% |
06.05.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 29'100 | 29'100 | 29'153 | 29'153 | 108'895 CHF | 109'187 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 3.57 CHF | 3.58 CHF | 33'100 | 33'100 | 32'997 | 32'997 | 112'332 CHF | 112'662 CHF | 99.95% | 99.95% |
02.05.2024 | 0.26% | 3.19 CHF | 3.20 CHF | 26'000 | 26'000 | 25'503 | 25'503 | 98'552 CHF | 98'806 CHF | 98.52% | 98.52% |
30.04.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 24'800 | 24'800 | 24'790 | 24'790 | 101'970 CHF | 102'218 CHF | 100.00% | 100.00% |
29.04.2024 | 0.22% | 4.33 CHF | 4.34 CHF | 24'900 | 24'900 | 24'900 | 24'900 | 111'618 CHF | 111'867 CHF | 100.00% | 100.00% |
26.04.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 26'600 | 26'600 | 26'600 | 26'600 | 110'385 CHF | 110'651 CHF | 98.84% | 98.84% |
25.04.2024 | 0.24% | 4.00 CHF | 4.01 CHF | 23'700 | 23'700 | 23'700 | 23'700 | 99'911 CHF | 100'148 CHF | 99.69% | 99.69% |
24.04.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 18'100 | 18'100 | 18'059 | 18'059 | 83'642 CHF | 83'823 CHF | 99.48% | 99.48% |