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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.53% | 3.83 CHF | 3.85 CHF | 21'200 | 21'200 | 21'340 | 21'340 | 80'906 CHF | 81'333 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 3.56 CHF | 3.58 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 79'018 CHF | 79'364 CHF | 99.08% | 99.08% |
07.05.2024 | 0.30% | 3.44 CHF | 3.45 CHF | 23'200 | 23'200 | 23'492 | 23'492 | 78'114 CHF | 78'349 CHF | 99.69% | 99.69% |
06.05.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 25'300 | 25'300 | 25'300 | 25'300 | 81'113 CHF | 81'366 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 25'600 | 25'600 | 25'600 | 25'600 | 79'295 CHF | 79'551 CHF | 99.97% | 99.97% |
02.05.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 25'100 | 25'100 | 25'100 | 25'100 | 76'815 CHF | 77'066 CHF | 99.98% | 99.98% |
30.04.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 24'800 | 24'800 | 24'790 | 24'790 | 77'030 CHF | 77'278 CHF | 100.00% | 100.00% |
29.04.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 25'300 | 25'300 | 25'300 | 25'300 | 79'343 CHF | 79'596 CHF | 100.00% | 100.00% |
26.04.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 25'300 | 25'300 | 25'300 | 25'300 | 76'885 CHF | 77'138 CHF | 99.59% | 99.59% |
25.04.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 24'400 | 24'400 | 24'400 | 24'400 | 75'721 CHF | 75'965 CHF | 99.99% | 99.99% |