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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 65'000 | 65'000 | 24'159 | 24'159 | 26'982 CHF | 27'224 CHF | 100.00% | 100.00% |
30.04.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 65'000 | 65'000 | 35'971 | 35'971 | 44'221 CHF | 44'582 CHF | 99.70% | 99.70% |
29.04.2024 | 0.81% | 1.28 CHF | 1.29 CHF | 65'000 | 65'000 | 36'119 | 36'119 | 45'467 CHF | 45'829 CHF | 98.04% | 98.04% |
26.04.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 65'000 | 65'000 | 35'959 | 35'959 | 45'779 CHF | 46'139 CHF | 99.33% | 99.33% |
25.04.2024 | 0.90% | 1.18 CHF | 1.19 CHF | 65'000 | 65'000 | 35'550 | 35'550 | 41'440 CHF | 41'800 CHF | 99.98% | 99.98% |
24.04.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 65'000 | 65'000 | 35'986 | 35'986 | 41'396 CHF | 41'757 CHF | 99.53% | 99.53% |
23.04.2024 | 0.93% | 1.17 CHF | 1.18 CHF | 65'000 | 65'000 | 37'329 | 37'329 | 41'556 CHF | 41'931 CHF | 99.23% | 99.23% |
22.04.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 65'000 | 65'000 | 35'898 | 35'898 | 41'647 CHF | 42'008 CHF | 99.87% | 99.87% |
19.04.2024 | 0.85% | 1.27 CHF | 1.28 CHF | 65'000 | 65'000 | 35'515 | 35'515 | 43'674 CHF | 44'035 CHF | 99.99% | 99.99% |
18.04.2024 | 0.85% | 1.23 CHF | 1.24 CHF | 65'000 | 65'000 | 35'950 | 35'950 | 43'340 CHF | 43'700 CHF | 100.00% | 100.00% |