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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 144'000 | 144'000 | 61'686 | 61'686 | 185'786 CHF | 186'403 CHF | 98.99% | 98.99% |
07.05.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 140'000 | 140'000 | 61'343 | 61'343 | 188'539 CHF | 189'154 CHF | 99.67% | 99.67% |
06.05.2024 | 0.34% | 3.06 CHF | 3.07 CHF | 142'000 | 142'000 | 61'419 | 61'419 | 184'966 CHF | 185'582 CHF | 100.00% | 100.00% |
03.05.2024 | 0.38% | 2.72 CHF | 2.73 CHF | 150'000 | 150'000 | 65'551 | 65'551 | 177'397 CHF | 178'053 CHF | 99.95% | 99.95% |
02.05.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 152'000 | 152'000 | 65'160 | 65'160 | 169'542 CHF | 170'195 CHF | 100.00% | 100.00% |
30.04.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 136'000 | 136'000 | 58'967 | 58'967 | 197'424 CHF | 198'014 CHF | 99.99% | 99.99% |
29.04.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 138'000 | 138'000 | 59'666 | 59'666 | 193'793 CHF | 194'391 CHF | 99.45% | 99.45% |
26.04.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 138'000 | 138'000 | 52'357 | 52'357 | 165'174 CHF | 165'699 CHF | 99.47% | 99.47% |
25.04.2024 | 0.35% | 2.97 CHF | 2.98 CHF | 144'000 | 144'000 | 62'111 | 62'111 | 181'287 CHF | 181'909 CHF | 99.84% | 99.84% |
24.04.2024 | 0.33% | 2.94 CHF | 2.95 CHF | 144'000 | 144'000 | 61'268 | 61'268 | 187'881 CHF | 188'494 CHF | 99.90% | 99.90% |