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 | 0.31% | 3.37 CHF | 3.38 CHF | 144'000 | 144'000 | 62'895 | 62'895 | 209'692 CHF | 210'322 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 146'000 | 146'000 | 62'594 | 62'594 | 212'361 CHF | 212'988 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 144'000 | 144'000 | 61'685 | 61'685 | 211'254 CHF | 211'872 CHF | 98.98% | 98.98% |
07.05.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 140'000 | 140'000 | 61'347 | 61'347 | 213'851 CHF | 214'466 CHF | 99.67% | 99.67% |
06.05.2024 | 0.30% | 3.48 CHF | 3.49 CHF | 142'000 | 142'000 | 61'382 | 61'382 | 210'144 CHF | 210'759 CHF | 99.95% | 99.95% |
03.05.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 150'000 | 150'000 | 65'515 | 65'515 | 204'280 CHF | 204'936 CHF | 99.91% | 99.91% |
02.05.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 152'000 | 152'000 | 65'154 | 65'154 | 196'587 CHF | 197'240 CHF | 99.99% | 99.99% |
30.04.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 136'000 | 136'000 | 58'962 | 58'962 | 221'839 CHF | 222'430 CHF | 99.99% | 99.99% |
29.04.2024 | 0.28% | 3.71 CHF | 3.72 CHF | 138'000 | 138'000 | 59'628 | 59'628 | 218'341 CHF | 218'938 CHF | 99.40% | 99.40% |
26.04.2024 | 0.29% | 3.63 CHF | 3.64 CHF | 138'000 | 138'000 | 52'372 | 52'372 | 186'911 CHF | 187'436 CHF | 99.49% | 99.49% |