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 | 1.88% | 0.95 CHF | 0.96 CHF | 88'000 | 88'000 | 39'565 | 39'565 | 37'633 CHF | 38'233 CHF | 100.00% | 100.00% |
30.04.2024 | 2.94% | 0.91 CHF | 0.92 CHF | 89'000 | 89'000 | 32'946 | 32'946 | 31'389 CHF | 31'892 CHF | 98.87% | 98.87% |
29.04.2024 | 1.94% | 0.92 CHF | 0.93 CHF | 89'000 | 89'000 | 40'335 | 40'335 | 37'153 CHF | 37'766 CHF | 99.80% | 99.80% |
26.04.2024 | 1.95% | 0.92 CHF | 0.93 CHF | 89'000 | 89'000 | 40'342 | 40'342 | 37'131 CHF | 37'741 CHF | 98.01% | 98.01% |
25.04.2024 | 1.95% | 0.93 CHF | 0.94 CHF | 89'000 | 89'000 | 40'456 | 40'456 | 37'384 CHF | 37'998 CHF | 98.90% | 98.90% |
24.04.2024 | 2.18% | 0.85 CHF | 0.86 CHF | 90'000 | 90'000 | 40'728 | 40'728 | 33'346 CHF | 33'963 CHF | 99.75% | 99.75% |
23.04.2024 | 2.18% | 0.81 CHF | 0.82 CHF | 91'000 | 91'000 | 41'006 | 41'006 | 33'208 CHF | 33'830 CHF | 99.98% | 99.98% |
22.04.2024 | 2.29% | 0.78 CHF | 0.79 CHF | 91'000 | 91'000 | 41'058 | 41'058 | 31'852 CHF | 32'474 CHF | 100.00% | 100.00% |
19.04.2024 | 2.66% | 0.72 CHF | 0.73 CHF | 93'000 | 93'000 | 42'186 | 42'186 | 28'854 CHF | 29'496 CHF | 100.00% | 100.00% |
18.04.2024 | 2.76% | 0.67 CHF | 0.68 CHF | 93'000 | 93'000 | 42'250 | 42'250 | 27'487 CHF | 28'130 CHF | 99.99% | 99.99% |