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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 1.11% | 2.10 CHF | 2.11 CHF | 121'700 | 121'700 | 54'527 | 54'527 | 114'775 CHF | 115'763 CHF | 100.00% | 100.00% |
03.05.2024 | 1.14% | 2.06 CHF | 2.07 CHF | 129'600 | 129'600 | 56'221 | 56'221 | 115'792 CHF | 116'813 CHF | 99.98% | 99.98% |
02.05.2024 | 1.12% | 2.04 CHF | 2.05 CHF | 123'800 | 123'800 | 54'241 | 54'241 | 112'049 CHF | 113'017 CHF | 99.99% | 99.99% |
30.04.2024 | 1.05% | 2.14 CHF | 2.15 CHF | 116'300 | 116'300 | 52'044 | 52'044 | 113'520 CHF | 114'463 CHF | 100.00% | 100.00% |
29.04.2024 | 1.03% | 2.26 CHF | 2.27 CHF | 115'500 | 115'500 | 51'803 | 51'803 | 117'241 CHF | 118'178 CHF | 99.66% | 99.66% |
26.04.2024 | 1.02% | 2.28 CHF | 2.29 CHF | 113'700 | 113'700 | 50'899 | 50'899 | 115'796 CHF | 116'719 CHF | 99.51% | 99.51% |
25.04.2024 | 0.97% | 2.27 CHF | 2.28 CHF | 111'900 | 111'900 | 49'825 | 49'825 | 117'447 CHF | 118'349 CHF | 99.98% | 99.98% |
23.04.2024 | 1.01% | 2.36 CHF | 2.37 CHF | 113'200 | 113'200 | 50'668 | 50'668 | 117'140 CHF | 118'057 CHF | 100.00% | 100.00% |
22.04.2024 | 1.00% | 2.29 CHF | 2.30 CHF | 111'800 | 111'800 | 49'916 | 49'916 | 115'974 CHF | 116'878 CHF | 99.99% | 99.99% |
19.04.2024 | 1.02% | 2.34 CHF | 2.35 CHF | 113'200 | 113'200 | 50'593 | 50'593 | 116'537 CHF | 117'453 CHF | 99.99% | 99.99% |