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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.54% | 3.98 CHF | 3.99 CHF | 141'000 | 141'000 | 124'043 | 123'578 | 508'015 CHF | 507'329 CHF | 100.00% | 100.00% |
30.04.2024 | 0.48% | 4.57 CHF | 4.58 CHF | 141'000 | 141'000 | 123'917 | 123'452 | 572'429 CHF | 571'530 CHF | 100.00% | 100.00% |
29.04.2024 | 0.49% | 4.72 CHF | 4.73 CHF | 141'000 | 141'000 | 123'995 | 123'530 | 582'868 CHF | 582'044 CHF | 100.00% | 100.00% |
26.04.2024 | 0.49% | 4.66 CHF | 4.67 CHF | 141'000 | 141'000 | 123'944 | 123'476 | 576'399 CHF | 575'514 CHF | 99.39% | 99.39% |
25.04.2024 | 0.47% | 4.82 CHF | 4.83 CHF | 141'000 | 141'000 | 124'027 | 123'562 | 599'562 CHF | 598'662 CHF | 99.98% | 99.98% |
24.04.2024 | 0.50% | 4.74 CHF | 4.75 CHF | 141'000 | 141'000 | 124'010 | 123'545 | 575'329 CHF | 574'524 CHF | 100.00% | 100.00% |
23.04.2024 | 0.48% | 4.54 CHF | 4.55 CHF | 141'000 | 141'000 | 124'021 | 123'556 | 569'098 CHF | 568'180 CHF | 100.00% | 100.00% |
22.04.2024 | 0.47% | 4.80 CHF | 4.81 CHF | 141'000 | 141'000 | 124'054 | 123'589 | 596'869 CHF | 595'898 CHF | 100.00% | 100.00% |
19.04.2024 | 0.46% | 4.89 CHF | 4.90 CHF | 141'000 | 141'000 | 124'052 | 123'587 | 616'661 CHF | 615'691 CHF | 100.00% | 100.00% |
18.04.2024 | 0.44% | 4.94 CHF | 4.95 CHF | 141'000 | 141'000 | 124'249 | 123'797 | 639'725 CHF | 638'709 CHF | 99.80% | 99.80% |