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 | 0.66% | 5.92 CHF | 5.96 CHF | 22'100 | 22'100 | 22'098 | 22'098 | 132'892 CHF | 133'776 CHF | 99.29% | 99.29% |
07.05.2024 | 0.72% | 5.77 CHF | 5.81 CHF | 22'500 | 22'500 | 22'487 | 22'487 | 124'380 CHF | 125'280 CHF | 100.00% | 100.00% |
06.05.2024 | 0.55% | 5.93 CHF | 5.96 CHF | 24'100 | 24'100 | 24'100 | 24'100 | 131'001 CHF | 131'724 CHF | 100.00% | 100.00% |
03.05.2024 | 0.90% | 4.79 CHF | 4.82 CHF | 27'700 | 27'700 | 27'700 | 27'700 | 118'283 CHF | 119'349 CHF | 99.94% | 99.94% |
02.05.2024 | 1.30% | 4.10 CHF | 4.15 CHF | 31'900 | 31'900 | 31'900 | 31'900 | 122'229 CHF | 123'824 CHF | 100.00% | 100.00% |
30.04.2024 | 1.31% | 4.31 CHF | 4.37 CHF | 27'300 | 27'300 | 27'288 | 27'288 | 124'807 CHF | 126'445 CHF | 99.97% | 99.97% |
29.04.2024 | 1.33% | 4.04 CHF | 4.09 CHF | 31'600 | 31'600 | 31'596 | 31'596 | 118'304 CHF | 119'884 CHF | 99.99% | 99.99% |
26.04.2024 | 1.33% | 3.62 CHF | 3.67 CHF | 28'500 | 28'500 | 28'500 | 28'500 | 107'055 CHF | 108'480 CHF | 99.51% | 99.51% |
25.04.2024 | 1.29% | 3.80 CHF | 3.85 CHF | 28'800 | 28'800 | 28'800 | 28'800 | 111'038 CHF | 112'478 CHF | 99.87% | 99.87% |
24.04.2024 | 1.58% | 4.69 CHF | 4.78 CHF | 17'200 | 17'200 | 17'194 | 17'194 | 98'120 CHF | 99'667 CHF | 99.99% | 99.99% |