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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 35'100 | 35'100 | 34'825 | 34'825 | 88'345 CHF | 88'694 CHF | 99.78% | 99.78% |
10.05.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 35'000 | 35'000 | 34'739 | 34'739 | 88'989 CHF | 89'337 CHF | 99.54% | 99.54% |
08.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 35'300 | 35'300 | 35'208 | 35'208 | 88'268 CHF | 88'620 CHF | 99.57% | 99.57% |
07.05.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 35'600 | 35'600 | 35'375 | 35'375 | 86'311 CHF | 86'665 CHF | 99.76% | 99.76% |
06.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 36'100 | 36'100 | 35'615 | 35'615 | 85'082 CHF | 85'438 CHF | 98.68% | 98.68% |
03.05.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 36'100 | 36'100 | 36'289 | 36'289 | 84'510 CHF | 84'873 CHF | 97.59% | 97.59% |
02.05.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 37'100 | 37'100 | 36'862 | 36'862 | 82'918 CHF | 83'286 CHF | 98.97% | 98.97% |
30.04.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 37'200 | 37'200 | 36'772 | 36'772 | 83'339 CHF | 83'707 CHF | 99.55% | 99.55% |
29.04.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 36'900 | 36'900 | 36'157 | 36'157 | 83'990 CHF | 84'352 CHF | 99.67% | 99.67% |
26.04.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 36'900 | 36'900 | 36'943 | 36'943 | 83'215 CHF | 83'585 CHF | 99.11% | 99.11% |