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 | 0.65% | 1.53 CHF | 1.54 CHF | 80'000 | 80'000 | 79'828 | 79'828 | 122'185 CHF | 122'983 CHF | 99.85% | 99.85% |
06.05.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 80'000 | 80'000 | 79'727 | 79'727 | 122'327 CHF | 123'124 CHF | 100.00% | 100.00% |
03.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 122'623 CHF | 123'423 CHF | 100.00% | 100.00% |
02.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 121'419 CHF | 122'219 CHF | 100.00% | 100.00% |
30.04.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 80'000 | 80'000 | 79'943 | 79'943 | 121'798 CHF | 122'598 CHF | 100.00% | 100.00% |
29.04.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 76'000 | 76'000 | 78'476 | 78'476 | 120'359 CHF | 121'143 CHF | 100.00% | 100.00% |
26.04.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 80'000 | 80'000 | 79'923 | 79'923 | 122'239 CHF | 123'039 CHF | 99.44% | 99.44% |
25.04.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 80'000 | 80'000 | 76'180 | 76'180 | 118'621 CHF | 119'382 CHF | 100.00% | 100.00% |
24.04.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 76'000 | 76'000 | 75'983 | 75'983 | 120'933 CHF | 121'693 CHF | 99.97% | 99.97% |
23.04.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 127'486 CHF | 128'246 CHF | 100.00% | 100.00% |