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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 0.83% | 2.38 CHF | 2.40 CHF | 97'000 | 97'000 | 96'058 | 96'058 | 231'834 CHF | 233'756 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 2.42 CHF | 2.44 CHF | 96'000 | 96'000 | 95'961 | 95'961 | 231'559 CHF | 233'478 CHF | 99.98% | 99.98% |
02.05.2024 | 0.83% | 2.35 CHF | 2.37 CHF | 97'000 | 97'000 | 96'515 | 96'515 | 230'268 CHF | 232'198 CHF | 98.49% | 98.49% |
30.04.2024 | 0.85% | 2.33 CHF | 2.35 CHF | 98'000 | 98'000 | 97'183 | 97'183 | 228'226 CHF | 230'171 CHF | 100.00% | 100.00% |
29.04.2024 | 0.81% | 2.43 CHF | 2.45 CHF | 96'000 | 96'000 | 95'327 | 95'327 | 233'916 CHF | 235'822 CHF | 100.00% | 100.00% |
26.04.2024 | 0.82% | 2.49 CHF | 2.51 CHF | 95'000 | 95'000 | 95'772 | 95'772 | 233'635 CHF | 235'550 CHF | 99.43% | 99.43% |
25.04.2024 | 0.83% | 2.36 CHF | 2.38 CHF | 97'000 | 97'000 | 96'647 | 96'647 | 230'541 CHF | 232'474 CHF | 99.68% | 99.68% |
24.04.2024 | 0.81% | 2.45 CHF | 2.47 CHF | 96'000 | 96'000 | 95'361 | 95'361 | 234'352 CHF | 236'260 CHF | 99.30% | 99.30% |
23.04.2024 | 0.82% | 2.50 CHF | 2.52 CHF | 95'000 | 95'000 | 95'712 | 95'712 | 233'520 CHF | 235'435 CHF | 100.00% | 100.00% |
22.04.2024 | 0.87% | 2.28 CHF | 2.30 CHF | 99'000 | 99'000 | 98'659 | 98'659 | 225'244 CHF | 227'217 CHF | 100.00% | 100.00% |