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 | 0.32% | 3.07 CHF | 3.08 CHF | 146'000 | 146'000 | 62'593 | 62'593 | 197'240 CHF | 197'867 CHF | 100.00% | 100.00% |
08.05.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 144'000 | 144'000 | 61'688 | 61'688 | 196'352 CHF | 196'970 CHF | 98.98% | 98.98% |
07.05.2024 | 0.32% | 3.30 CHF | 3.31 CHF | 140'000 | 140'000 | 61'347 | 61'347 | 199'035 CHF | 199'650 CHF | 99.67% | 99.67% |
06.05.2024 | 0.32% | 3.24 CHF | 3.25 CHF | 142'000 | 142'000 | 61'421 | 61'421 | 195'454 CHF | 196'069 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 2.89 CHF | 2.90 CHF | 150'000 | 150'000 | 65'529 | 65'529 | 188'549 CHF | 189'206 CHF | 99.92% | 99.92% |
02.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 152'000 | 152'000 | 65'136 | 65'136 | 180'701 CHF | 181'353 CHF | 99.98% | 99.98% |
30.04.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 136'000 | 136'000 | 58'962 | 58'962 | 207'559 CHF | 208'150 CHF | 99.98% | 99.98% |
29.04.2024 | 0.30% | 3.46 CHF | 3.47 CHF | 138'000 | 138'000 | 59'670 | 59'670 | 204'062 CHF | 204'660 CHF | 99.45% | 99.45% |
26.04.2024 | 0.31% | 3.39 CHF | 3.40 CHF | 138'000 | 138'000 | 52'356 | 52'356 | 174'177 CHF | 174'701 CHF | 99.47% | 99.47% |
25.04.2024 | 0.33% | 3.14 CHF | 3.15 CHF | 144'000 | 144'000 | 62'132 | 62'132 | 192'011 CHF | 192'634 CHF | 99.89% | 99.89% |