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 | 0.91% | 3.43 CHF | 3.46 CHF | 24'600 | 24'600 | 24'845 | 24'845 | 81'516 CHF | 82'262 CHF | 97.67% | 97.67% |
06.05.2024 | 0.96% | 3.15 CHF | 3.18 CHF | 25'000 | 25'000 | 25'160 | 25'160 | 78'388 CHF | 79'143 CHF | 100.00% | 100.00% |
03.05.2024 | 0.93% | 3.20 CHF | 3.23 CHF | 25'800 | 25'800 | 25'773 | 25'773 | 82'847 CHF | 83'620 CHF | 99.97% | 99.97% |
02.05.2024 | 1.01% | 3.01 CHF | 3.04 CHF | 27'700 | 27'700 | 27'736 | 27'736 | 82'279 CHF | 83'111 CHF | 99.98% | 99.98% |
30.04.2024 | 1.05% | 2.86 CHF | 2.89 CHF | 26'900 | 26'900 | 26'963 | 26'963 | 77'049 CHF | 77'858 CHF | 99.99% | 99.99% |
29.04.2024 | 1.01% | 2.98 CHF | 3.01 CHF | 27'100 | 27'100 | 27'113 | 27'113 | 80'500 CHF | 81'314 CHF | 100.00% | 100.00% |
26.04.2024 | 1.06% | 2.93 CHF | 2.96 CHF | 29'000 | 29'000 | 29'238 | 29'238 | 82'623 CHF | 83'500 CHF | 99.58% | 99.58% |
25.04.2024 | 1.10% | 2.69 CHF | 2.72 CHF | 28'300 | 28'300 | 28'315 | 28'315 | 76'761 CHF | 77'611 CHF | 99.99% | 99.99% |
24.04.2024 | 1.05% | 2.84 CHF | 2.87 CHF | 28'000 | 28'000 | 27'896 | 27'896 | 79'619 CHF | 80'456 CHF | 99.90% | 99.90% |
23.04.2024 | 1.07% | 2.83 CHF | 2.86 CHF | 28'600 | 28'600 | 28'636 | 28'636 | 79'929 CHF | 80'788 CHF | 100.00% | 100.00% |