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 | 0.54% | 1.85 CHF | 1.86 CHF | 76'000 | 76'000 | 76'828 | 76'828 | 142'190 CHF | 142'958 CHF | 99.15% | 99.15% |
07.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 80'000 | 80'000 | 79'828 | 79'828 | 146'808 CHF | 147'607 CHF | 99.85% | 99.85% |
06.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 80'000 | 80'000 | 79'727 | 79'727 | 146'905 CHF | 147'702 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 147'134 CHF | 147'934 CHF | 99.99% | 99.99% |
02.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 146'006 CHF | 146'806 CHF | 100.00% | 100.00% |
30.04.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 80'000 | 80'000 | 79'943 | 79'943 | 146'424 CHF | 147'224 CHF | 100.00% | 100.00% |
29.04.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 76'000 | 76'000 | 78'476 | 78'476 | 144'496 CHF | 145'280 CHF | 100.00% | 100.00% |
26.04.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 80'000 | 80'000 | 79'923 | 79'923 | 146'831 CHF | 147'630 CHF | 99.44% | 99.44% |
25.04.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 80'000 | 80'000 | 76'180 | 76'180 | 142'123 CHF | 142'885 CHF | 100.00% | 100.00% |
24.04.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 76'000 | 76'000 | 75'984 | 75'984 | 144'318 CHF | 145'078 CHF | 99.97% | 99.97% |