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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 48'000 | 48'000 | 47'696 | 47'696 | 113'080 CHF | 113'557 CHF | 99.06% | 99.06% |
07.05.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 47'000 | 47'000 | 46'694 | 46'694 | 114'039 CHF | 114'506 CHF | 100.00% | 100.00% |
06.05.2024 | - | 2.32 CHF | 2.39 CHF | 5'000 | 5'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 48'000 | 48'000 | 47'706 | 47'706 | 110'571 CHF | 111'048 CHF | 99.99% | 99.99% |
02.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 48'000 | 48'000 | 48'181 | 48'181 | 109'667 CHF | 110'148 CHF | 100.00% | 100.00% |
30.04.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 48'000 | 48'000 | 47'689 | 47'689 | 112'074 CHF | 112'551 CHF | 100.00% | 100.00% |
29.04.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 48'000 | 48'000 | 47'702 | 47'702 | 111'262 CHF | 111'739 CHF | 100.00% | 100.00% |
26.04.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 48'000 | 48'000 | 47'706 | 47'706 | 111'684 CHF | 112'161 CHF | 99.63% | 99.63% |
25.04.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 49'000 | 49'000 | 48'605 | 48'605 | 109'344 CHF | 109'830 CHF | 99.99% | 99.99% |
24.04.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 49'000 | 49'000 | 47'866 | 47'866 | 112'015 CHF | 112'494 CHF | 100.00% | 100.00% |