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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.03% | 30.25 CHF | 30.26 CHF | 46'000 | 46'000 | 20'159 | 20'159 | 610'762 CHF | 610'963 CHF | 98.42% | 98.42% |
07.05.2024 | 0.03% | 30.27 CHF | 30.28 CHF | 46'000 | 46'000 | 20'401 | 20'401 | 619'425 CHF | 619'629 CHF | 96.33% | 96.33% |
06.05.2024 | 0.03% | 30.58 CHF | 30.59 CHF | 46'000 | 46'000 | 20'365 | 20'365 | 613'002 CHF | 613'206 CHF | 99.52% | 99.52% |
03.05.2024 | 0.04% | 29.17 CHF | 29.18 CHF | 48'000 | 48'000 | 20'995 | 20'995 | 609'677 CHF | 609'887 CHF | 96.22% | 96.22% |
02.05.2024 | 0.04% | 28.51 CHF | 28.52 CHF | 49'000 | 49'000 | 21'297 | 21'297 | 601'825 CHF | 602'038 CHF | 96.22% | 96.22% |
30.04.2024 | 0.03% | 29.37 CHF | 29.38 CHF | 47'000 | 47'000 | 21'117 | 21'117 | 622'313 CHF | 622'524 CHF | 97.69% | 97.69% |
29.04.2024 | 0.03% | 29.14 CHF | 29.15 CHF | 48'000 | 48'000 | 20'445 | 20'445 | 599'782 CHF | 599'987 CHF | 96.05% | 96.05% |
26.04.2024 | 0.04% | 29.19 CHF | 29.20 CHF | 48'000 | 48'000 | 21'722 | 21'722 | 617'723 CHF | 617'941 CHF | 97.52% | 97.52% |
25.04.2024 | 0.04% | 27.29 CHF | 27.30 CHF | 50'000 | 50'000 | 22'339 | 22'339 | 599'431 CHF | 599'654 CHF | 94.75% | 94.75% |
24.04.2024 | 0.04% | 27.45 CHF | 27.46 CHF | 50'000 | 50'000 | 21'955 | 21'955 | 613'973 CHF | 614'193 CHF | 97.91% | 97.91% |