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 | 0.41% | 2.42 CHF | 2.43 CHF | 152'000 | 152'000 | 152'121 | 152'121 | 368'857 CHF | 370'379 CHF | 99.08% | 99.08% |
07.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 152'000 | 152'000 | 152'718 | 152'718 | 368'575 CHF | 370'103 CHF | 99.93% | 99.93% |
06.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 156'000 | 156'000 | 158'385 | 158'385 | 363'403 CHF | 364'987 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 160'000 | 160'000 | 160'868 | 160'868 | 359'300 CHF | 360'908 CHF | 99.96% | 99.96% |
02.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 164'000 | 164'000 | 162'546 | 162'546 | 358'304 CHF | 359'929 CHF | 99.98% | 99.98% |
30.04.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 164'000 | 164'000 | 163'045 | 163'045 | 357'940 CHF | 359'572 CHF | 100.00% | 100.00% |
29.04.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 160'000 | 160'000 | 159'265 | 159'265 | 363'100 CHF | 364'693 CHF | 98.89% | 98.89% |
26.04.2024 | 0.38% | 2.56 CHF | 2.57 CHF | 148'000 | 148'000 | 147'076 | 147'076 | 382'387 CHF | 383'857 CHF | 99.59% | 99.59% |
25.04.2024 | 0.42% | 2.61 CHF | 2.62 CHF | 148'000 | 148'000 | 153'746 | 153'746 | 368'863 CHF | 370'400 CHF | 98.77% | 98.77% |
24.04.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 160'000 | 160'000 | 159'307 | 159'307 | 363'126 CHF | 364'719 CHF | 99.92% | 99.92% |