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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.65% | 3.02 CHF | 3.04 CHF | 19'000 | 19'000 | 18'794 | 18'794 | 58'006 CHF | 58'382 CHF | 99.80% | 99.80% |
06.05.2024 | 0.64% | 3.10 CHF | 3.12 CHF | 19'000 | 19'000 | 18'800 | 18'800 | 59'009 CHF | 59'386 CHF | 98.60% | 98.60% |
03.05.2024 | 0.61% | 3.30 CHF | 3.32 CHF | 19'000 | 19'000 | 18'910 | 18'910 | 62'213 CHF | 62'591 CHF | 97.69% | 97.69% |
02.05.2024 | 0.61% | 3.23 CHF | 3.25 CHF | 19'000 | 19'000 | 18'976 | 18'976 | 62'906 CHF | 63'286 CHF | 99.11% | 99.11% |
30.04.2024 | 0.64% | 3.50 CHF | 3.52 CHF | 20'000 | 20'000 | 18'892 | 18'892 | 60'064 CHF | 60'442 CHF | 99.61% | 99.61% |
29.04.2024 | 0.59% | 3.40 CHF | 3.42 CHF | 20'000 | 20'000 | 19'766 | 19'766 | 68'057 CHF | 68'453 CHF | 99.43% | 99.43% |
26.04.2024 | 0.58% | 3.39 CHF | 3.41 CHF | 20'000 | 20'000 | 19'931 | 19'931 | 68'992 CHF | 69'390 CHF | 98.57% | 98.57% |
25.04.2024 | 0.58% | 3.50 CHF | 3.52 CHF | 20'000 | 20'000 | 19'757 | 19'757 | 69'363 CHF | 69'758 CHF | 97.68% | 97.68% |
24.04.2024 | 0.59% | 3.47 CHF | 3.49 CHF | 20'000 | 20'000 | 19'640 | 19'640 | 66'955 CHF | 67'349 CHF | 99.70% | 99.70% |
23.04.2024 | 0.56% | 3.55 CHF | 3.57 CHF | 20'000 | 20'000 | 19'782 | 19'782 | 71'092 CHF | 71'488 CHF | 99.62% | 99.62% |