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 | 0.04% | 29.16 CHF | 29.17 CHF | 46'000 | 46'000 | 20'149 | 20'149 | 588'353 CHF | 588'555 CHF | 98.38% | 98.38% |
07.05.2024 | 0.03% | 29.17 CHF | 29.18 CHF | 46'000 | 46'000 | 20'398 | 20'398 | 596'970 CHF | 597'175 CHF | 96.24% | 96.24% |
06.05.2024 | 0.04% | 29.49 CHF | 29.50 CHF | 46'000 | 46'000 | 20'390 | 20'390 | 591'473 CHF | 591'677 CHF | 99.58% | 99.58% |
03.05.2024 | 0.04% | 28.08 CHF | 28.09 CHF | 48'000 | 48'000 | 21'096 | 21'096 | 589'579 CHF | 589'790 CHF | 96.45% | 96.45% |
02.05.2024 | 0.04% | 27.41 CHF | 27.42 CHF | 49'000 | 49'000 | 21'206 | 21'206 | 575'971 CHF | 576'184 CHF | 95.95% | 95.95% |
30.04.2024 | 0.04% | 28.27 CHF | 28.28 CHF | 47'000 | 47'000 | 21'139 | 21'139 | 599'675 CHF | 599'887 CHF | 97.30% | 97.30% |
29.04.2024 | 0.04% | 28.04 CHF | 28.05 CHF | 48'000 | 48'000 | 20'430 | 20'430 | 576'886 CHF | 577'091 CHF | 96.07% | 96.07% |
26.04.2024 | 0.04% | 28.09 CHF | 28.10 CHF | 48'000 | 48'000 | 21'724 | 21'724 | 593'902 CHF | 594'119 CHF | 97.55% | 97.55% |
25.04.2024 | 0.04% | 26.19 CHF | 26.20 CHF | 50'000 | 50'000 | 22'334 | 22'334 | 574'709 CHF | 574'932 CHF | 94.73% | 94.73% |
24.04.2024 | 0.04% | 26.35 CHF | 26.36 CHF | 50'000 | 50'000 | 21'957 | 21'957 | 589'873 CHF | 590'092 CHF | 97.91% | 97.91% |