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 | 0.68% | 4.42 CHF | 4.45 CHF | 26'000 | 26'000 | 25'665 | 25'665 | 112'735 CHF | 113'505 CHF | 100.00% | 100.00% |
03.05.2024 | 0.68% | 4.48 CHF | 4.51 CHF | 26'000 | 26'000 | 25'830 | 25'830 | 114'423 CHF | 115'198 CHF | 99.93% | 99.93% |
02.05.2024 | 0.71% | 4.27 CHF | 4.30 CHF | 25'000 | 25'000 | 24'990 | 24'990 | 104'903 CHF | 105'652 CHF | 99.99% | 99.99% |
30.04.2024 | 0.80% | 3.82 CHF | 3.85 CHF | 24'000 | 24'000 | 24'050 | 24'050 | 89'825 CHF | 90'547 CHF | 99.95% | 99.95% |
29.04.2024 | 1.30% | 2.32 CHF | 2.35 CHF | 22'000 | 22'000 | 21'999 | 21'999 | 50'274 CHF | 50'934 CHF | 100.00% | 100.00% |
26.04.2024 | 1.17% | 2.36 CHF | 2.39 CHF | 22'000 | 22'000 | 22'000 | 22'000 | 56'018 CHF | 56'678 CHF | 99.59% | 99.59% |
25.04.2024 | 1.21% | 2.82 CHF | 2.85 CHF | 22'000 | 22'000 | 22'029 | 22'029 | 54'749 CHF | 55'410 CHF | 99.94% | 99.94% |
24.04.2024 | 1.24% | 2.45 CHF | 2.48 CHF | 22'000 | 22'000 | 21'998 | 21'998 | 52'781 CHF | 53'441 CHF | 99.86% | 99.86% |
23.04.2024 | 1.17% | 2.51 CHF | 2.54 CHF | 22'000 | 22'000 | 22'000 | 22'000 | 56'214 CHF | 56'874 CHF | 100.00% | 100.00% |
22.04.2024 | 1.12% | 2.72 CHF | 2.75 CHF | 22'000 | 22'000 | 22'000 | 22'000 | 58'437 CHF | 59'097 CHF | 100.00% | 100.00% |