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 | 1.70% | 0.62 CHF | 0.63 CHF | 160'000 | 160'000 | 161'370 | 161'370 | 94'034 CHF | 95'648 CHF | 99.25% | 99.25% |
07.05.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 164'000 | 164'000 | 163'911 | 163'911 | 81'918 CHF | 83'558 CHF | 97.36% | 97.36% |
06.05.2024 | 1.84% | 0.49 CHF | 0.50 CHF | 164'000 | 164'000 | 162'418 | 162'418 | 87'666 CHF | 89'290 CHF | 98.52% | 98.52% |
03.05.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 164'000 | 164'000 | 163'313 | 163'313 | 86'127 CHF | 87'760 CHF | 100.00% | 100.00% |
02.05.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 164'000 | 164'000 | 163'975 | 163'975 | 84'571 CHF | 86'211 CHF | 100.00% | 100.00% |
30.04.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 162'000 | 162'000 | 161'880 | 161'880 | 90'591 CHF | 92'211 CHF | 100.00% | 100.00% |
29.04.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 90'799 CHF | 92'419 CHF | 99.99% | 99.99% |
26.04.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 162'000 | 162'000 | 161'881 | 161'881 | 92'815 CHF | 94'434 CHF | 98.65% | 98.65% |
25.04.2024 | 2.06% | 0.52 CHF | 0.53 CHF | 164'000 | 164'000 | 165'020 | 165'046 | 79'395 CHF | 81'057 CHF | 99.99% | 99.99% |
24.04.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 160'000 | 160'000 | 158'593 | 158'593 | 104'025 CHF | 105'611 CHF | 99.76% | 99.76% |