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 | 0.27% | 3.77 CHF | 3.78 CHF | 228'000 | 228'000 | 124'906 | 124'906 | 473'952 CHF | 475'204 CHF | 98.24% | 98.24% |
06.05.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 228'000 | 228'000 | 125'701 | 125'701 | 470'888 CHF | 472'147 CHF | 99.86% | 99.86% |
03.05.2024 | 0.27% | 3.82 CHF | 3.83 CHF | 225'000 | 225'000 | 86'148 | 86'148 | 328'915 CHF | 329'778 CHF | 99.97% | 99.97% |
02.05.2024 | 0.30% | 3.41 CHF | 3.42 CHF | 238'000 | 238'000 | 131'475 | 131'475 | 445'440 CHF | 446'758 CHF | 99.99% | 99.99% |
30.04.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 235'000 | 235'000 | 130'291 | 130'291 | 454'530 CHF | 455'836 CHF | 99.68% | 99.68% |
29.04.2024 | 0.30% | 3.49 CHF | 3.50 CHF | 235'000 | 235'000 | 130'894 | 130'894 | 453'563 CHF | 454'875 CHF | 99.69% | 99.69% |
26.04.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 240'000 | 240'000 | 133'173 | 133'173 | 446'644 CHF | 447'979 CHF | 99.50% | 99.50% |
25.04.2024 | 0.31% | 3.30 CHF | 3.31 CHF | 243'000 | 243'000 | 133'831 | 133'831 | 442'747 CHF | 444'089 CHF | 99.88% | 99.88% |
24.04.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 245'000 | 245'000 | 135'300 | 135'300 | 439'503 CHF | 440'859 CHF | 99.81% | 99.81% |
23.04.2024 | 0.32% | 3.21 CHF | 3.22 CHF | 248'000 | 248'000 | 137'182 | 137'182 | 436'621 CHF | 437'995 CHF | 99.60% | 99.60% |