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 | 0.53% | 1.87 CHF | 1.88 CHF | 183'000 | 183'000 | 81'588 | 81'588 | 153'968 CHF | 154'786 CHF | 99.53% | 99.53% |
06.05.2024 | 0.57% | 1.95 CHF | 1.96 CHF | 181'000 | 181'000 | 81'459 | 81'459 | 149'591 CHF | 150'407 CHF | 100.00% | 100.00% |
03.05.2024 | 0.66% | 1.61 CHF | 1.62 CHF | 189'000 | 189'000 | 85'483 | 85'483 | 134'626 CHF | 135'482 CHF | 99.82% | 99.82% |
02.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 193'000 | 193'000 | 135'035 | 135'035 | 186'507 CHF | 187'857 CHF | 13.15% | 99.97% |
30.04.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 188'000 | 188'000 | 84'086 | 84'086 | 137'483 CHF | 138'325 CHF | 99.98% | 99.98% |
29.04.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 189'000 | 189'000 | 83'326 | 83'326 | 133'863 CHF | 134'698 CHF | 99.55% | 99.55% |
26.04.2024 | 0.76% | 1.56 CHF | 1.57 CHF | 189'000 | 189'000 | 87'327 | 87'327 | 121'170 CHF | 122'045 CHF | 99.47% | 99.47% |
25.04.2024 | 1.02% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 97'866 | 97'866 | 99'035 CHF | 100'014 CHF | 76.72% | 98.25% |
24.04.2024 | 0.79% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 88'537 | 88'537 | 111'939 CHF | 112'826 CHF | 99.85% | 99.85% |
23.04.2024 | 1.00% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 90'465 | 90'465 | 94'223 CHF | 95'129 CHF | 100.00% | 100.00% |