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 | 2.43% | 0.41 CHF | 0.42 CHF | 119'400 | 119'400 | 118'756 | 118'756 | 48'366 CHF | 49'554 CHF | 99.06% | 99.06% |
07.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 129'000 | 129'000 | 128'078 | 128'078 | 55'230 CHF | 56'512 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.40 CHF | 0.41 CHF | 12'900 | 12'900 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 129'100 | 129'100 | 128'304 | 128'304 | 49'148 CHF | 50'431 CHF | 100.00% | 100.00% |
02.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 124'200 | 124'200 | 123'699 | 123'699 | 50'807 CHF | 52'044 CHF | 100.00% | 100.00% |
30.04.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 115'400 | 115'400 | 114'639 | 114'639 | 50'234 CHF | 51'381 CHF | 100.00% | 100.00% |
29.04.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 118'200 | 118'200 | 117'460 | 117'460 | 51'692 CHF | 52'867 CHF | 100.00% | 100.00% |
26.04.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 118'800 | 118'800 | 118'072 | 118'072 | 52'668 CHF | 53'849 CHF | 99.61% | 99.61% |
25.04.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 114'500 | 114'500 | 114'212 | 114'212 | 49'656 CHF | 50'798 CHF | 100.00% | 100.00% |
24.04.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 118'500 | 118'500 | 117'737 | 117'737 | 53'642 CHF | 54'819 CHF | 100.00% | 100.00% |