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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 134'311 CHF | 134'681 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 37'000 | 37'000 | 37'196 | 37'196 | 132'689 CHF | 133'061 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 131'322 CHF | 131'702 CHF | 99.09% | 99.09% |
07.05.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 38'000 | 38'000 | 37'961 | 37'961 | 133'662 CHF | 134'042 CHF | 99.94% | 99.94% |
06.05.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 38'000 | 38'000 | 38'020 | 38'020 | 130'769 CHF | 131'149 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 39'000 | 39'000 | 38'363 | 38'363 | 131'188 CHF | 131'572 CHF | 99.95% | 99.95% |
02.05.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 39'000 | 39'000 | 39'126 | 39'126 | 129'304 CHF | 129'695 CHF | 100.00% | 100.00% |
30.04.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 40'000 | 40'000 | 39'973 | 39'973 | 127'372 CHF | 127'772 CHF | 100.00% | 100.00% |
29.04.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 40'000 | 40'000 | 40'308 | 40'308 | 127'024 CHF | 127'427 CHF | 100.00% | 100.00% |
26.04.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 41'000 | 41'000 | 41'000 | 41'000 | 127'030 CHF | 127'440 CHF | 99.59% | 99.59% |