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 | 0.32% | 3.12 CHF | 3.13 CHF | 73'000 | 73'000 | 72'358 | 72'358 | 226'014 CHF | 226'738 CHF | 99.06% | 99.06% |
07.05.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 72'000 | 72'000 | 72'062 | 72'062 | 228'016 CHF | 228'737 CHF | 99.66% | 99.66% |
06.05.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 73'000 | 73'000 | 73'293 | 73'293 | 223'842 CHF | 224'575 CHF | 100.00% | 100.00% |
03.05.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 74'000 | 74'000 | 74'660 | 74'660 | 217'169 CHF | 217'916 CHF | 99.98% | 99.98% |
02.05.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 76'000 | 76'000 | 75'185 | 75'185 | 212'981 CHF | 213'733 CHF | 100.00% | 100.00% |
30.04.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 73'000 | 73'000 | 72'938 | 72'938 | 223'172 CHF | 223'902 CHF | 99.96% | 99.96% |
29.04.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 72'000 | 72'000 | 72'040 | 72'040 | 229'472 CHF | 230'193 CHF | 100.00% | 100.00% |
26.04.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 71'000 | 71'000 | 71'849 | 71'849 | 229'861 CHF | 230'579 CHF | 99.59% | 99.59% |
25.04.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 74'000 | 74'000 | 73'696 | 73'696 | 219'176 CHF | 219'913 CHF | 99.95% | 99.95% |
24.04.2024 | 0.32% | 3.00 CHF | 3.01 CHF | 74'000 | 74'000 | 72'140 | 72'140 | 228'581 CHF | 229'302 CHF | 99.86% | 99.86% |