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 | 0.84% | 2.35 CHF | 2.37 CHF | 96'000 | 96'000 | 95'037 | 95'037 | 226'655 CHF | 228'556 CHF | 98.93% | 98.93% |
07.05.2024 | 0.86% | 2.34 CHF | 2.36 CHF | 96'000 | 96'000 | 95'971 | 95'971 | 222'461 CHF | 224'381 CHF | 99.82% | 99.82% |
06.05.2024 | 0.86% | 2.29 CHF | 2.31 CHF | 97'000 | 97'000 | 96'059 | 96'059 | 223'201 CHF | 225'122 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 2.33 CHF | 2.35 CHF | 96'000 | 96'000 | 95'961 | 95'961 | 222'926 CHF | 224'845 CHF | 99.49% | 99.49% |
02.05.2024 | 0.87% | 2.26 CHF | 2.28 CHF | 97'000 | 97'000 | 96'514 | 96'514 | 221'612 CHF | 223'543 CHF | 97.66% | 97.66% |
30.04.2024 | 0.88% | 2.24 CHF | 2.26 CHF | 98'000 | 98'000 | 97'182 | 97'182 | 219'491 CHF | 221'436 CHF | 100.00% | 100.00% |
29.04.2024 | 0.84% | 2.34 CHF | 2.36 CHF | 96'000 | 96'000 | 95'327 | 95'327 | 225'350 CHF | 227'257 CHF | 100.00% | 100.00% |
26.04.2024 | 0.85% | 2.40 CHF | 2.42 CHF | 95'000 | 95'000 | 95'772 | 95'772 | 225'045 CHF | 226'960 CHF | 99.43% | 99.43% |
25.04.2024 | 0.87% | 2.27 CHF | 2.29 CHF | 97'000 | 97'000 | 96'647 | 96'647 | 221'857 CHF | 223'790 CHF | 99.63% | 99.63% |
24.04.2024 | 0.84% | 2.36 CHF | 2.38 CHF | 96'000 | 96'000 | 95'368 | 95'368 | 225'801 CHF | 227'709 CHF | 99.06% | 99.06% |