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 | 0.33% | 3.03 CHF | 3.04 CHF | 35'000 | 35'000 | 34'711 | 34'711 | 105'580 CHF | 105'928 CHF | 99.38% | 99.38% |
08.05.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 35'300 | 35'300 | 35'227 | 35'227 | 105'204 CHF | 105'556 CHF | 99.48% | 99.48% |
07.05.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 35'600 | 35'600 | 35'379 | 35'379 | 103'247 CHF | 103'601 CHF | 99.70% | 99.70% |
06.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 36'100 | 36'100 | 35'637 | 35'637 | 102'193 CHF | 102'550 CHF | 98.58% | 98.58% |
03.05.2024 | 0.36% | 2.86 CHF | 2.87 CHF | 36'100 | 36'100 | 36'285 | 36'285 | 101'921 CHF | 102'284 CHF | 98.03% | 98.03% |
02.05.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 37'100 | 37'100 | 36'936 | 36'936 | 100'755 CHF | 101'125 CHF | 98.72% | 98.72% |
30.04.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 37'200 | 37'200 | 36'803 | 36'803 | 100'995 CHF | 101'363 CHF | 99.11% | 99.11% |
29.04.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 36'900 | 36'900 | 36'175 | 36'175 | 101'321 CHF | 101'683 CHF | 99.69% | 99.69% |
26.04.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 36'900 | 36'900 | 36'986 | 36'986 | 101'013 CHF | 101'383 CHF | 99.44% | 99.44% |
25.04.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 38'100 | 38'100 | 37'430 | 37'430 | 98'617 CHF | 98'992 CHF | 98.50% | 98.50% |