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 | 0.38% | 2.64 CHF | 2.65 CHF | 152'000 | 152'000 | 152'123 | 152'123 | 402'925 CHF | 404'446 CHF | 99.08% | 99.08% |
07.05.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 152'000 | 152'000 | 152'720 | 152'720 | 402'886 CHF | 404'414 CHF | 99.93% | 99.93% |
06.05.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 156'000 | 156'000 | 158'385 | 158'385 | 398'889 CHF | 400'473 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 160'000 | 160'000 | 160'869 | 160'869 | 395'360 CHF | 396'968 CHF | 99.98% | 99.98% |
02.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 164'000 | 164'000 | 162'545 | 162'545 | 394'882 CHF | 396'507 CHF | 100.00% | 100.00% |
30.04.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 164'000 | 164'000 | 163'044 | 163'044 | 394'601 CHF | 396'233 CHF | 100.00% | 100.00% |
29.04.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 160'000 | 160'000 | 159'266 | 159'266 | 398'889 CHF | 400'482 CHF | 98.89% | 98.89% |
26.04.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 148'000 | 148'000 | 147'077 | 147'077 | 415'138 CHF | 416'609 CHF | 99.58% | 99.58% |
25.04.2024 | 0.38% | 2.83 CHF | 2.84 CHF | 148'000 | 148'000 | 153'747 | 153'747 | 403'086 CHF | 404'624 CHF | 98.78% | 98.78% |
24.04.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 160'000 | 160'000 | 159'308 | 159'308 | 398'944 CHF | 400'537 CHF | 99.92% | 99.92% |