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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 100'000 | 100'000 | 61'010 | 61'010 | 289'002 CHF | 289'612 CHF | 98.37% | 98.37% |
06.05.2024 | 0.22% | 4.79 CHF | 4.80 CHF | 100'000 | 100'000 | 60'957 | 60'957 | 283'335 CHF | 283'944 CHF | 98.34% | 98.34% |
03.05.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 100'000 | 100'000 | 60'806 | 60'806 | 267'162 CHF | 267'770 CHF | 99.54% | 99.54% |
02.05.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 100'000 | 100'000 | 61'025 | 61'025 | 255'686 CHF | 256'296 CHF | 98.22% | 98.22% |
30.04.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 100'000 | 100'000 | 61'061 | 61'061 | 273'762 CHF | 274'372 CHF | 97.89% | 97.89% |
29.04.2024 | 0.25% | 4.42 CHF | 4.43 CHF | 100'000 | 100'000 | 61'267 | 61'267 | 273'642 CHF | 274'308 CHF | 96.08% | 96.08% |
26.04.2024 | 0.26% | 4.42 CHF | 4.43 CHF | 100'000 | 100'000 | 61'164 | 61'164 | 257'884 CHF | 258'548 CHF | 96.48% | 96.48% |
25.04.2024 | 0.47% | 3.95 CHF | 3.96 CHF | 100'000 | 100'000 | 51'252 | 51'252 | 195'992 CHF | 196'599 CHF | 95.35% | 95.35% |
24.04.2024 | 0.26% | 3.99 CHF | 4.00 CHF | 100'000 | 100'000 | 61'109 | 61'109 | 252'160 CHF | 252'814 CHF | 97.15% | 97.15% |
23.04.2024 | 0.29% | 3.98 CHF | 3.99 CHF | 100'000 | 100'000 | 60'981 | 60'981 | 236'023 CHF | 236'685 CHF | 98.59% | 98.59% |