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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 27'000 | 27'000 | 26'882 | 26'882 | 42'096 CHF | 42'364 CHF | 100.00% | 100.00% |
03.05.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 28'200 | 28'200 | 27'933 | 27'933 | 44'831 CHF | 45'111 CHF | 99.98% | 99.98% |
02.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 29'400 | 29'400 | 29'453 | 29'453 | 42'892 CHF | 43'186 CHF | 98.55% | 98.55% |
30.04.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 28'800 | 28'800 | 28'682 | 28'682 | 41'004 CHF | 41'291 CHF | 100.00% | 100.00% |
29.04.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 29'200 | 29'200 | 28'991 | 28'991 | 42'510 CHF | 42'800 CHF | 100.00% | 100.00% |
26.04.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 29'700 | 29'700 | 29'895 | 29'895 | 43'366 CHF | 43'665 CHF | 99.43% | 99.43% |
25.04.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 28'400 | 28'400 | 28'285 | 28'285 | 39'600 CHF | 39'883 CHF | 99.69% | 99.69% |
23.04.2024 | 0.68% | 1.60 CHF | 1.61 CHF | 30'900 | 30'900 | 31'348 | 31'348 | 46'487 CHF | 46'800 CHF | 99.45% | 99.45% |
22.04.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 33'700 | 33'700 | 33'880 | 33'880 | 43'133 CHF | 43'472 CHF | 100.00% | 100.00% |
19.04.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 33'500 | 33'500 | 33'629 | 33'629 | 40'253 CHF | 40'589 CHF | 100.00% | 100.00% |