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 | 0.45% | 2.24 CHF | 2.25 CHF | 60'800 | 60'800 | 60'626 | 60'626 | 132'986 CHF | 133'593 CHF | 97.65% | 97.65% |
06.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 64'000 | 64'000 | 63'431 | 63'431 | 134'922 CHF | 135'557 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 66'700 | 66'700 | 66'116 | 66'116 | 133'476 CHF | 134'137 CHF | 99.99% | 99.99% |
02.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 66'600 | 66'600 | 66'269 | 66'269 | 131'262 CHF | 131'925 CHF | 100.00% | 100.00% |
30.04.2024 | 0.49% | 1.92 CHF | 1.93 CHF | 55'700 | 55'700 | 55'032 | 55'032 | 112'181 CHF | 112'732 CHF | 99.99% | 99.99% |
29.04.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 53'500 | 53'500 | 53'664 | 53'664 | 131'575 CHF | 132'112 CHF | 100.00% | 100.00% |
26.04.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 56'700 | 56'700 | 56'457 | 56'457 | 135'219 CHF | 135'784 CHF | 99.61% | 99.61% |
25.04.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 55'700 | 55'700 | 55'051 | 55'051 | 126'195 CHF | 126'746 CHF | 99.98% | 99.98% |
24.04.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 54'800 | 54'800 | 54'574 | 54'574 | 129'082 CHF | 129'627 CHF | 99.78% | 99.78% |
23.04.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 54'400 | 54'400 | 54'750 | 54'750 | 127'888 CHF | 128'435 CHF | 99.98% | 99.98% |