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 | 0.50% | 3.53 CHF | 3.54 CHF | 61'000 | 61'000 | 27'080 | 27'080 | 96'706 CHF | 97'114 CHF | 98.97% | 98.97% |
06.05.2024 | 0.63% | 3.62 CHF | 3.63 CHF | 60'000 | 60'000 | 26'964 | 26'964 | 98'246 CHF | 98'730 CHF | 98.97% | 98.97% |
03.05.2024 | 0.61% | 3.64 CHF | 3.65 CHF | 60'000 | 60'000 | 26'718 | 26'718 | 100'276 CHF | 100'761 CHF | 99.98% | 99.98% |
02.05.2024 | 0.61% | 3.71 CHF | 3.72 CHF | 59'000 | 59'000 | 26'631 | 26'631 | 100'218 CHF | 100'702 CHF | 99.99% | 99.99% |
30.04.2024 | 0.46% | 5.04 CHF | 5.05 CHF | 49'000 | 49'000 | 22'591 | 22'591 | 113'309 CHF | 113'721 CHF | 99.96% | 99.96% |
29.04.2024 | 0.46% | 5.01 CHF | 5.02 CHF | 50'000 | 50'000 | 22'644 | 22'644 | 113'713 CHF | 114'126 CHF | 99.82% | 99.82% |
26.04.2024 | 0.47% | 5.06 CHF | 5.07 CHF | 49'000 | 49'000 | 22'552 | 22'552 | 112'705 CHF | 113'117 CHF | 98.55% | 98.55% |
25.04.2024 | 0.46% | 4.99 CHF | 5.00 CHF | 50'000 | 50'000 | 22'865 | 22'865 | 115'167 CHF | 115'583 CHF | 97.38% | 97.38% |
24.04.2024 | 0.47% | 5.00 CHF | 5.01 CHF | 50'000 | 50'000 | 22'675 | 22'675 | 112'847 CHF | 113'260 CHF | 99.59% | 99.59% |
23.04.2024 | 0.47% | 4.99 CHF | 5.00 CHF | 50'000 | 50'000 | 22'627 | 22'627 | 112'906 CHF | 113'320 CHF | 99.98% | 99.98% |