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 | 0.69% | 1.44 CHF | 1.45 CHF | 74'500 | 74'500 | 74'491 | 74'491 | 107'389 CHF | 108'134 CHF | 99.08% | 99.08% |
07.05.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 83'800 | 83'800 | 83'797 | 83'797 | 111'661 CHF | 112'499 CHF | 99.54% | 99.54% |
06.05.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 89'800 | 89'800 | 89'800 | 89'800 | 112'439 CHF | 113'337 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 86'000 | 86'000 | 86'000 | 86'000 | 99'314 CHF | 100'174 CHF | 98.91% | 98.91% |
02.05.2024 | 0.79% | 1.23 CHF | 1.24 CHF | 81'300 | 81'300 | 81'300 | 81'300 | 102'229 CHF | 103'042 CHF | 100.00% | 100.00% |
30.04.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 85'000 | 85'000 | 84'813 | 84'813 | 113'701 CHF | 114'550 CHF | 100.00% | 100.00% |
29.04.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 80'700 | 80'700 | 80'687 | 80'687 | 107'942 CHF | 108'749 CHF | 100.00% | 100.00% |
26.04.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 81'000 | 81'000 | 81'000 | 81'000 | 104'899 CHF | 105'709 CHF | 99.59% | 99.59% |
25.04.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 77'800 | 77'800 | 77'800 | 77'800 | 101'537 CHF | 102'315 CHF | 100.00% | 100.00% |
23.04.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 76'800 | 76'800 | 76'792 | 76'792 | 109'513 CHF | 110'281 CHF | 100.00% | 100.00% |