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 | 2.41% | 0.93 CHF | 0.94 CHF | 141'000 | 141'000 | 123'987 | 123'522 | 114'361 CHF | 115'235 CHF | 100.00% | 100.00% |
06.05.2024 | 2.00% | 1.01 CHF | 1.02 CHF | 141'000 | 141'000 | 124'047 | 123'582 | 136'931 CHF | 137'711 CHF | 100.00% | 100.00% |
03.05.2024 | 1.70% | 1.21 CHF | 1.22 CHF | 141'000 | 141'000 | 124'043 | 123'578 | 161'054 CHF | 161'741 CHF | 100.00% | 100.00% |
02.05.2024 | 1.42% | 1.36 CHF | 1.37 CHF | 141'000 | 141'000 | 124'045 | 123'580 | 183'466 CHF | 183'996 CHF | 100.00% | 100.00% |
30.04.2024 | 1.09% | 1.95 CHF | 1.96 CHF | 141'000 | 141'000 | 123'948 | 123'483 | 248'465 CHF | 248'784 CHF | 100.00% | 100.00% |
29.04.2024 | 1.12% | 2.11 CHF | 2.12 CHF | 141'000 | 141'000 | 123'994 | 123'529 | 259'071 CHF | 259'460 CHF | 100.00% | 100.00% |
26.04.2024 | 1.10% | 2.04 CHF | 2.05 CHF | 141'000 | 141'000 | 123'952 | 123'484 | 252'108 CHF | 252'446 CHF | 99.40% | 99.40% |
25.04.2024 | 1.05% | 2.20 CHF | 2.21 CHF | 141'000 | 141'000 | 124'030 | 123'565 | 274'611 CHF | 274'930 CHF | 99.99% | 99.99% |
24.04.2024 | 1.15% | 2.12 CHF | 2.13 CHF | 141'000 | 141'000 | 124'012 | 123'547 | 250'799 CHF | 251'212 CHF | 100.00% | 100.00% |
23.04.2024 | 1.08% | 1.93 CHF | 1.94 CHF | 141'000 | 141'000 | 124'022 | 123'557 | 245'480 CHF | 245'776 CHF | 100.00% | 100.00% |