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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 55'000 | 55'000 | 54'861 | 54'861 | 98'962 CHF | 99'511 CHF | 97.59% | 97.59% |
02.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 55'000 | 55'000 | 54'744 | 54'744 | 100'350 CHF | 100'898 CHF | 99.25% | 99.25% |
30.04.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 55'000 | 55'000 | 54'665 | 54'665 | 102'445 CHF | 102'992 CHF | 99.59% | 99.59% |
29.04.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 54'500 | 54'500 | 54'180 | 54'180 | 101'064 CHF | 101'607 CHF | 99.65% | 99.65% |
26.04.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 55'500 | 55'500 | 55'106 | 55'106 | 98'848 CHF | 99'400 CHF | 98.82% | 98.82% |
25.04.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 55'000 | 55'000 | 54'366 | 54'366 | 101'560 CHF | 102'105 CHF | 98.15% | 98.15% |
24.04.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 54'500 | 54'500 | 53'464 | 53'464 | 107'015 CHF | 107'551 CHF | 99.39% | 99.39% |
23.04.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 53'500 | 53'500 | 52'951 | 52'951 | 108'951 CHF | 109'481 CHF | 99.24% | 99.24% |
22.04.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 53'500 | 53'500 | 53'168 | 53'168 | 106'713 CHF | 107'245 CHF | 98.43% | 98.43% |
19.04.2024 | 0.54% | 1.97 CHF | 1.98 CHF | 54'000 | 54'000 | 53'676 | 53'676 | 100'888 CHF | 101'425 CHF | 98.11% | 98.11% |