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 | 1.19% | 0.84 CHF | 0.85 CHF | 91'400 | 91'400 | 91'394 | 91'394 | 76'522 CHF | 77'436 CHF | 100.00% | 100.00% |
30.04.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 90'500 | 90'500 | 90'245 | 90'245 | 76'551 CHF | 77'454 CHF | 100.00% | 100.00% |
29.04.2024 | 1.12% | 0.85 CHF | 0.86 CHF | 89'600 | 89'600 | 89'041 | 89'041 | 78'770 CHF | 79'660 CHF | 100.00% | 100.00% |
26.04.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 97'500 | 97'500 | 98'167 | 98'167 | 82'478 CHF | 83'459 CHF | 99.43% | 99.43% |
25.04.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 97'200 | 97'200 | 96'526 | 96'526 | 75'465 CHF | 76'430 CHF | 100.00% | 100.00% |
24.04.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 98'400 | 98'400 | 98'692 | 98'692 | 76'739 CHF | 77'726 CHF | 99.57% | 99.57% |
23.04.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 98'600 | 98'600 | 98'644 | 98'644 | 77'454 CHF | 78'441 CHF | 100.00% | 100.00% |
22.04.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 101'200 | 101'200 | 100'895 | 100'895 | 77'852 CHF | 78'861 CHF | 100.00% | 100.00% |
19.04.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 95'100 | 95'100 | 95'160 | 95'160 | 72'125 CHF | 73'076 CHF | 100.00% | 100.00% |
18.04.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 95'600 | 95'600 | 95'949 | 95'949 | 77'306 CHF | 78'266 CHF | 100.00% | 100.00% |