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 | 0.27% | 3.68 CHF | 3.69 CHF | 32'300 | 32'300 | 32'296 | 32'296 | 117'835 CHF | 118'158 CHF | 99.24% | 99.24% |
07.05.2024 | 0.31% | 3.35 CHF | 3.36 CHF | 33'400 | 33'400 | 33'400 | 33'400 | 107'735 CHF | 108'069 CHF | 97.62% | 97.62% |
06.05.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 35'400 | 35'400 | 35'876 | 35'876 | 111'351 CHF | 111'710 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 38'800 | 38'800 | 38'800 | 38'800 | 111'668 CHF | 112'056 CHF | 99.96% | 99.96% |
02.05.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 37'600 | 37'600 | 37'600 | 37'600 | 104'996 CHF | 105'372 CHF | 99.99% | 99.99% |
30.04.2024 | 0.34% | 2.84 CHF | 2.85 CHF | 36'900 | 36'900 | 36'831 | 36'831 | 108'480 CHF | 108'848 CHF | 99.99% | 99.99% |
29.04.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 36'000 | 36'000 | 35'634 | 35'634 | 107'411 CHF | 107'767 CHF | 99.99% | 99.99% |
26.04.2024 | 0.35% | 3.04 CHF | 3.05 CHF | 39'900 | 39'900 | 39'864 | 39'864 | 115'167 CHF | 115'566 CHF | 98.64% | 98.64% |
25.04.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 38'900 | 38'900 | 38'901 | 38'901 | 104'384 CHF | 104'773 CHF | 99.96% | 99.96% |
23.04.2024 | 0.41% | 2.53 CHF | 2.54 CHF | 46'900 | 46'900 | 46'896 | 46'896 | 113'181 CHF | 113'650 CHF | 100.00% | 100.00% |