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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 142'985 CHF | 143'435 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 146'245 CHF | 146'695 CHF | 99.99% | 99.99% |
07.05.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 150'100 CHF | 150'550 CHF | 99.77% | 99.77% |
06.05.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 152'916 CHF | 153'366 CHF | 99.78% | 99.78% |
03.05.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 156'345 CHF | 156'795 CHF | 99.68% | 99.68% |
02.05.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 160'975 CHF | 161'425 CHF | 100.00% | 100.00% |
30.04.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 160'125 CHF | 160'575 CHF | 100.00% | 100.00% |
29.04.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 156'978 CHF | 157'428 CHF | 99.72% | 99.72% |
26.04.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 160'988 CHF | 161'438 CHF | 99.85% | 99.85% |
25.04.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 166'819 CHF | 167'269 CHF | 84.48% | 84.48% |