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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.05.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 225'000 | 225'000 | 86'227 | 86'227 | 348'021 CHF | 348'884 CHF | 99.99% | 99.99% |
02.05.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 238'000 | 238'000 | 131'476 | 131'476 | 474'363 CHF | 475'680 CHF | 99.99% | 99.99% |
30.04.2024 | 0.28% | 3.72 CHF | 3.73 CHF | 235'000 | 235'000 | 130'286 | 130'286 | 483'167 CHF | 484'473 CHF | 99.68% | 99.68% |
29.04.2024 | 0.28% | 3.71 CHF | 3.72 CHF | 235'000 | 235'000 | 130'891 | 130'891 | 482'277 CHF | 483'588 CHF | 99.69% | 99.69% |
26.04.2024 | 0.29% | 3.59 CHF | 3.60 CHF | 240'000 | 240'000 | 133'161 | 133'161 | 475'841 CHF | 477'175 CHF | 99.48% | 99.48% |
25.04.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 243'000 | 243'000 | 133'839 | 133'839 | 472'123 CHF | 473'465 CHF | 99.89% | 99.89% |
24.04.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 245'000 | 245'000 | 135'318 | 135'318 | 469'258 CHF | 470'614 CHF | 99.79% | 99.79% |
23.04.2024 | 0.30% | 3.43 CHF | 3.44 CHF | 248'000 | 248'000 | 137'181 | 137'181 | 466'683 CHF | 468'057 CHF | 99.60% | 99.60% |
22.04.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 250'000 | 250'000 | 136'758 | 136'758 | 465'130 CHF | 466'501 CHF | 99.83% | 99.83% |
19.04.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 250'000 | 250'000 | 136'882 | 136'882 | 467'107 CHF | 468'479 CHF | 99.99% | 99.99% |