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 | 0.28% | 3.51 CHF | 3.52 CHF | 125'000 | 125'000 | 124'968 | 124'968 | 439'451 CHF | 440'701 CHF | 99.29% | 99.29% |
07.05.2024 | 0.27% | 3.80 CHF | 3.81 CHF | 125'000 | 125'000 | 124'914 | 124'914 | 461'823 CHF | 463'073 CHF | 100.00% | 100.00% |
06.05.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 476'774 CHF | 478'024 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 3.50 CHF | 3.51 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 438'481 CHF | 439'731 CHF | 99.90% | 99.90% |
02.05.2024 | 0.29% | 3.35 CHF | 3.36 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 433'072 CHF | 434'322 CHF | 99.98% | 99.98% |
30.04.2024 | 0.26% | 3.74 CHF | 3.75 CHF | 125'000 | 125'000 | 124'938 | 124'938 | 478'918 CHF | 480'168 CHF | 99.98% | 99.98% |
29.04.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 125'000 | 125'000 | 124'985 | 124'985 | 479'318 CHF | 480'568 CHF | 99.98% | 99.98% |
26.04.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 469'976 CHF | 471'226 CHF | 99.52% | 99.52% |
25.04.2024 | 0.27% | 3.62 CHF | 3.63 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 454'084 CHF | 455'334 CHF | 99.93% | 99.93% |
24.04.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 125'000 | 125'000 | 124'949 | 124'949 | 424'521 CHF | 425'771 CHF | 100.00% | 100.00% |