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 | 3.54% | 0.27 CHF | 0.28 CHF | 164'000 | 164'000 | 163'975 | 163'975 | 45'542 CHF | 47'182 CHF | 100.00% | 100.00% |
30.04.2024 | 3.06% | 0.30 CHF | 0.31 CHF | 162'000 | 162'000 | 161'852 | 161'852 | 52'192 CHF | 53'812 CHF | 100.00% | 100.00% |
29.04.2024 | 3.06% | 0.30 CHF | 0.31 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 52'298 CHF | 53'918 CHF | 99.99% | 99.99% |
26.04.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 162'000 | 162'000 | 161'881 | 161'881 | 54'519 CHF | 56'138 CHF | 98.64% | 98.64% |
25.04.2024 | 4.05% | 0.29 CHF | 0.30 CHF | 164'000 | 164'000 | 165'040 | 165'040 | 40'143 CHF | 41'794 CHF | 100.00% | 100.00% |
24.04.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 160'000 | 160'000 | 158'541 | 158'580 | 66'379 CHF | 67'982 CHF | 99.76% | 99.76% |
23.04.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 158'000 | 158'000 | 159'561 | 159'561 | 65'397 CHF | 66'993 CHF | 99.99% | 99.99% |
22.04.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 61'227 CHF | 62'827 CHF | 100.00% | 100.00% |
19.04.2024 | 3.09% | 0.35 CHF | 0.36 CHF | 158'000 | 158'000 | 158'936 | 158'936 | 50'722 CHF | 52'312 CHF | 100.00% | 100.00% |
18.04.2024 | 3.64% | 0.25 CHF | 0.26 CHF | 162'000 | 162'000 | 160'804 | 160'804 | 43'487 CHF | 45'095 CHF | 100.00% | 100.00% |