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 | 1.96% | 1.59 CHF | 1.60 CHF | 48'000 | 48'000 | 26'892 | 26'892 | 42'416 CHF | 43'120 CHF | 100.00% | 100.00% |
03.05.2024 | 1.92% | 1.61 CHF | 1.62 CHF | 48'000 | 48'000 | 26'914 | 26'914 | 43'384 CHF | 44'087 CHF | 99.59% | 99.59% |
02.05.2024 | 1.94% | 1.61 CHF | 1.62 CHF | 48'000 | 48'000 | 26'776 | 26'776 | 42'758 CHF | 43'463 CHF | 98.57% | 98.57% |
30.04.2024 | 1.91% | 1.66 CHF | 1.67 CHF | 48'000 | 48'000 | 26'874 | 26'874 | 43'684 CHF | 44'387 CHF | 99.86% | 99.86% |
29.04.2024 | 1.95% | 1.66 CHF | 1.67 CHF | 48'000 | 48'000 | 26'755 | 26'755 | 43'070 CHF | 43'773 CHF | 99.98% | 99.98% |
26.04.2024 | 2.13% | 1.52 CHF | 1.53 CHF | 48'000 | 48'000 | 26'890 | 26'890 | 39'442 CHF | 40'146 CHF | 99.31% | 99.31% |
25.04.2024 | 1.87% | 1.39 CHF | 1.40 CHF | 52'000 | 52'000 | 28'805 | 28'805 | 39'606 CHF | 40'243 CHF | 99.69% | 99.69% |
24.04.2024 | 1.86% | 1.39 CHF | 1.40 CHF | 52'000 | 52'000 | 28'794 | 28'794 | 39'783 CHF | 40'420 CHF | 99.53% | 99.53% |
23.04.2024 | 1.89% | 1.34 CHF | 1.35 CHF | 52'000 | 52'000 | 28'775 | 28'775 | 39'083 CHF | 39'720 CHF | 100.00% | 100.00% |
22.04.2024 | 1.89% | 1.33 CHF | 1.34 CHF | 52'000 | 52'000 | 28'766 | 28'766 | 38'755 CHF | 39'391 CHF | 100.00% | 100.00% |