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 | 2.78% | 0.39 CHF | 0.40 CHF | 160'000 | 160'000 | 161'370 | 161'370 | 57'289 CHF | 58'903 CHF | 99.24% | 99.24% |
07.05.2024 | 3.61% | 0.30 CHF | 0.31 CHF | 164'000 | 164'000 | 163'852 | 163'852 | 44'686 CHF | 46'326 CHF | 97.36% | 97.36% |
06.05.2024 | 3.16% | 0.27 CHF | 0.28 CHF | 164'000 | 164'000 | 162'418 | 162'418 | 50'858 CHF | 52'482 CHF | 98.43% | 98.43% |
03.05.2024 | 3.27% | 0.29 CHF | 0.30 CHF | 164'000 | 164'000 | 163'314 | 163'314 | 49'102 CHF | 50'735 CHF | 99.99% | 99.99% |
02.05.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 164'000 | 164'000 | 163'975 | 163'975 | 47'279 CHF | 48'919 CHF | 99.99% | 99.99% |
30.04.2024 | 2.96% | 0.31 CHF | 0.32 CHF | 162'000 | 162'000 | 161'886 | 161'886 | 53'901 CHF | 55'521 CHF | 100.00% | 100.00% |
29.04.2024 | 2.96% | 0.31 CHF | 0.32 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 53'980 CHF | 55'600 CHF | 99.99% | 99.99% |
26.04.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 162'000 | 162'000 | 161'881 | 161'881 | 56'184 CHF | 57'803 CHF | 98.64% | 98.64% |
25.04.2024 | 3.87% | 0.30 CHF | 0.31 CHF | 164'000 | 164'000 | 165'046 | 165'046 | 41'973 CHF | 43'624 CHF | 100.00% | 100.00% |
24.04.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 160'000 | 160'000 | 158'593 | 158'593 | 67'967 CHF | 69'553 CHF | 99.76% | 99.76% |