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 | 0.77% | 2.54 CHF | 2.56 CHF | 97'000 | 97'000 | 96'516 | 96'516 | 248'806 CHF | 250'737 CHF | 98.54% | 98.54% |
30.04.2024 | 0.79% | 2.52 CHF | 2.54 CHF | 98'000 | 98'000 | 97'184 | 97'184 | 246'826 CHF | 248'771 CHF | 100.00% | 100.00% |
29.04.2024 | 0.75% | 2.62 CHF | 2.64 CHF | 96'000 | 96'000 | 95'327 | 95'327 | 252'284 CHF | 254'190 CHF | 100.00% | 100.00% |
26.04.2024 | 0.76% | 2.68 CHF | 2.70 CHF | 95'000 | 95'000 | 95'772 | 95'772 | 252'091 CHF | 254'007 CHF | 99.42% | 99.42% |
25.04.2024 | 0.77% | 2.55 CHF | 2.57 CHF | 97'000 | 97'000 | 96'647 | 96'647 | 249'056 CHF | 250'989 CHF | 99.69% | 99.69% |
24.04.2024 | 0.75% | 2.64 CHF | 2.66 CHF | 96'000 | 96'000 | 95'356 | 95'356 | 252'719 CHF | 254'626 CHF | 99.30% | 99.30% |
23.04.2024 | 0.76% | 2.69 CHF | 2.71 CHF | 95'000 | 95'000 | 95'712 | 95'712 | 251'950 CHF | 253'865 CHF | 100.00% | 100.00% |
22.04.2024 | 0.81% | 2.47 CHF | 2.49 CHF | 99'000 | 99'000 | 98'659 | 98'659 | 244'048 CHF | 246'021 CHF | 100.00% | 100.00% |
19.04.2024 | 0.82% | 2.43 CHF | 2.45 CHF | 100'000 | 100'000 | 99'311 | 99'311 | 241'958 CHF | 243'944 CHF | 99.99% | 99.99% |
18.04.2024 | 0.79% | 2.52 CHF | 2.54 CHF | 98'000 | 98'000 | 97'519 | 97'519 | 246'724 CHF | 248'675 CHF | 100.00% | 100.00% |