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 | 0.28% | 3.72 CHF | 3.73 CHF | 132'000 | 132'000 | 71'257 | 71'257 | 262'865 CHF | 263'579 CHF | 99.98% | 99.98% |
10.05.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 130'000 | 130'000 | 71'663 | 71'663 | 275'092 CHF | 275'810 CHF | 100.00% | 100.00% |
08.05.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 128'000 | 128'000 | 70'508 | 70'508 | 275'713 CHF | 276'419 CHF | 99.13% | 99.13% |
07.05.2024 | 0.27% | 3.94 CHF | 3.95 CHF | 128'000 | 128'000 | 71'173 | 71'173 | 274'453 CHF | 275'166 CHF | 99.85% | 99.85% |
06.05.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 130'000 | 130'000 | 72'064 | 72'064 | 271'314 CHF | 272'036 CHF | 100.00% | 100.00% |
03.05.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 132'000 | 132'000 | 72'255 | 72'255 | 270'093 CHF | 270'817 CHF | 99.95% | 99.95% |
02.05.2024 | 0.28% | 3.72 CHF | 3.73 CHF | 132'000 | 132'000 | 71'780 | 71'780 | 266'102 CHF | 266'822 CHF | 99.98% | 99.98% |
30.04.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 130'000 | 130'000 | 71'868 | 71'868 | 271'148 CHF | 271'868 CHF | 99.08% | 99.08% |
29.04.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 130'000 | 130'000 | 70'033 | 70'033 | 274'032 CHF | 274'734 CHF | 99.81% | 99.81% |
26.04.2024 | 0.44% | 4.00 CHF | 4.01 CHF | 126'000 | 126'000 | 48'457 | 48'457 | 196'916 CHF | 197'609 CHF | 98.85% | 98.85% |