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 | 0.98% | 3.07 CHF | 3.10 CHF | 12'800 | 12'800 | 12'884 | 12'884 | 39'356 CHF | 39'742 CHF | 99.53% | 99.53% |
06.05.2024 | 0.99% | 2.96 CHF | 2.99 CHF | 13'000 | 13'000 | 13'001 | 13'001 | 39'304 CHF | 39'694 CHF | 100.00% | 100.00% |
03.05.2024 | 1.03% | 2.96 CHF | 2.99 CHF | 13'900 | 13'900 | 13'920 | 13'920 | 40'244 CHF | 40'662 CHF | 99.98% | 99.98% |
02.05.2024 | 1.06% | 2.76 CHF | 2.79 CHF | 13'900 | 13'900 | 13'848 | 13'848 | 39'094 CHF | 39'509 CHF | 100.00% | 100.00% |
30.04.2024 | 1.07% | 2.84 CHF | 2.87 CHF | 13'800 | 13'800 | 13'782 | 13'782 | 38'638 CHF | 39'051 CHF | 100.00% | 100.00% |
29.04.2024 | 1.04% | 2.96 CHF | 2.99 CHF | 13'900 | 13'900 | 13'961 | 13'961 | 40'215 CHF | 40'634 CHF | 100.00% | 100.00% |
26.04.2024 | 0.75% | 2.74 CHF | 2.76 CHF | 15'300 | 15'300 | 15'448 | 15'448 | 41'008 CHF | 41'317 CHF | 67.20% | 67.20% |
25.04.2024 | 0.83% | 2.46 CHF | 2.48 CHF | 15'100 | 15'100 | 15'082 | 15'082 | 37'393 CHF | 37'703 CHF | 100.00% | 100.00% |
24.04.2024 | 1.11% | 2.62 CHF | 2.65 CHF | 13'900 | 13'900 | 13'849 | 13'849 | 37'151 CHF | 37'567 CHF | 99.87% | 99.87% |
23.04.2024 | 1.05% | 2.84 CHF | 2.87 CHF | 13'600 | 13'600 | 13'626 | 13'626 | 38'630 CHF | 39'039 CHF | 100.00% | 100.00% |