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 | 2.93% | 0.34 CHF | 0.35 CHF | 340'000 | 340'000 | 340'285 | 340'285 | 114'354 CHF | 117'757 CHF | 99.09% | 99.09% |
07.05.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 340'000 | 340'000 | 341'621 | 341'621 | 116'768 CHF | 120'186 CHF | 99.94% | 99.94% |
06.05.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 349'000 | 349'000 | 354'374 | 354'374 | 138'766 CHF | 142'310 CHF | 100.00% | 100.00% |
03.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 358'000 | 358'000 | 359'963 | 359'963 | 150'568 CHF | 154'168 CHF | 99.98% | 99.98% |
02.05.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 367'000 | 367'000 | 363'739 | 363'739 | 157'891 CHF | 161'528 CHF | 100.00% | 100.00% |
30.04.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 367'000 | 367'000 | 364'862 | 364'862 | 160'683 CHF | 164'335 CHF | 100.00% | 100.00% |
29.04.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 358'000 | 358'000 | 356'359 | 356'359 | 143'077 CHF | 146'641 CHF | 98.89% | 98.89% |
26.04.2024 | 3.74% | 0.28 CHF | 0.29 CHF | 331'000 | 331'000 | 328'932 | 328'932 | 86'518 CHF | 89'807 CHF | 99.59% | 99.59% |
25.04.2024 | 2.90% | 0.26 CHF | 0.27 CHF | 331'000 | 331'000 | 343'935 | 343'935 | 121'441 CHF | 124'881 CHF | 98.78% | 98.78% |
24.04.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 358'000 | 358'000 | 356'448 | 356'448 | 143'672 CHF | 147'237 CHF | 99.92% | 99.92% |