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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 28'300 | 28'300 | 28'400 | 28'400 | 28'759 CHF | 29'043 CHF | 100.00% | 100.00% |
08.05.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 31'700 | 31'700 | 31'950 | 31'950 | 28'010 CHF | 28'329 CHF | 99.25% | 99.25% |
07.05.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 32'100 | 32'100 | 32'279 | 32'279 | 25'072 CHF | 25'395 CHF | 95.30% | 95.30% |
06.05.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 32'900 | 32'900 | 32'900 | 32'900 | 26'457 CHF | 26'786 CHF | 98.41% | 98.41% |
03.05.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 33'500 | 33'500 | 33'500 | 33'500 | 26'896 CHF | 27'231 CHF | 100.00% | 100.00% |
02.05.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 32'000 | 32'000 | 32'036 | 32'036 | 25'111 CHF | 25'431 CHF | 99.99% | 99.99% |
30.04.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 31'900 | 31'900 | 31'884 | 31'884 | 26'473 CHF | 26'792 CHF | 100.00% | 100.00% |
29.04.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 33'200 | 33'200 | 33'200 | 33'200 | 26'875 CHF | 27'207 CHF | 100.00% | 100.00% |
26.04.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 35'400 | 35'400 | 35'594 | 35'594 | 27'566 CHF | 27'922 CHF | 98.64% | 98.64% |
25.04.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 36'100 | 36'100 | 36'100 | 36'100 | 26'120 CHF | 26'481 CHF | 100.00% | 100.00% |