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 | 0.61% | 1.69 CHF | 1.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 32'614 CHF | 32'814 CHF | 99.84% | 99.84% |
06.05.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 31'183 CHF | 31'383 CHF | 99.78% | 99.78% |
03.05.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 31'287 CHF | 31'487 CHF | 100.00% | 100.00% |
02.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 32'277 CHF | 32'477 CHF | 100.00% | 100.00% |
30.04.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 32'314 CHF | 32'514 CHF | 100.00% | 100.00% |
29.04.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 32'710 CHF | 32'910 CHF | 99.73% | 99.73% |
26.04.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 20'000 | 20'000 | 19'996 | 20'000 | 33'311 CHF | 33'517 CHF | 100.00% | 100.00% |
25.04.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 35'088 CHF | 35'288 CHF | 84.48% | 84.48% |
24.04.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 33'953 CHF | 34'153 CHF | 100.00% | 100.00% |
23.04.2024 | 0.56% | 1.64 CHF | 1.65 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 36'012 CHF | 36'212 CHF | 100.00% | 100.00% |