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 | 0.26% | 3.99 CHF | 4.00 CHF | 140'000 | 140'000 | 61'346 | 61'346 | 241'281 CHF | 241'896 CHF | 99.67% | 99.67% |
06.05.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 142'000 | 142'000 | 61'419 | 61'419 | 237'666 CHF | 238'281 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 3.57 CHF | 3.58 CHF | 150'000 | 150'000 | 65'544 | 65'544 | 233'634 CHF | 234'290 CHF | 99.94% | 99.94% |
02.05.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 152'000 | 152'000 | 65'138 | 65'138 | 225'772 CHF | 226'424 CHF | 99.98% | 99.98% |
30.04.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 136'000 | 136'000 | 58'970 | 58'970 | 248'434 CHF | 249'025 CHF | 99.99% | 99.99% |
29.04.2024 | 0.25% | 4.15 CHF | 4.16 CHF | 138'000 | 138'000 | 59'685 | 59'685 | 245'375 CHF | 245'972 CHF | 99.48% | 99.48% |
26.04.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 138'000 | 138'000 | 52'368 | 52'368 | 210'427 CHF | 210'952 CHF | 99.49% | 99.49% |
25.04.2024 | 0.27% | 3.83 CHF | 3.84 CHF | 144'000 | 144'000 | 62'146 | 62'146 | 235'040 CHF | 235'662 CHF | 99.93% | 99.93% |
24.04.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 144'000 | 144'000 | 61'274 | 61'274 | 240'807 CHF | 241'421 CHF | 99.91% | 99.91% |
23.04.2024 | 0.27% | 3.82 CHF | 3.83 CHF | 144'000 | 144'000 | 63'332 | 63'332 | 238'868 CHF | 239'503 CHF | 100.00% | 100.00% |