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 | 0.36% | 2.73 CHF | 2.74 CHF | 156'000 | 156'000 | 154'887 | 154'887 | 424'696 CHF | 426'245 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 152'000 | 152'000 | 152'124 | 152'124 | 420'038 CHF | 421'560 CHF | 99.08% | 99.08% |
07.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 152'000 | 152'000 | 152'717 | 152'717 | 420'039 CHF | 421'566 CHF | 99.94% | 99.94% |
06.05.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 156'000 | 156'000 | 158'385 | 158'385 | 417'048 CHF | 418'632 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 160'000 | 160'000 | 160'871 | 160'871 | 413'352 CHF | 414'960 CHF | 99.98% | 99.98% |
02.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 164'000 | 164'000 | 162'547 | 162'547 | 413'073 CHF | 414'698 CHF | 100.00% | 100.00% |
30.04.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 164'000 | 164'000 | 163'043 | 163'043 | 412'983 CHF | 414'615 CHF | 100.00% | 100.00% |
29.04.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 160'000 | 160'000 | 159'267 | 159'267 | 416'766 CHF | 418'359 CHF | 98.89% | 98.89% |
26.04.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 148'000 | 148'000 | 147'077 | 147'077 | 432'040 CHF | 433'510 CHF | 99.59% | 99.59% |
25.04.2024 | 0.37% | 2.94 CHF | 2.95 CHF | 148'000 | 148'000 | 153'747 | 153'747 | 420'781 CHF | 422'318 CHF | 98.79% | 98.79% |