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 | 2.12% | 0.47 CHF | 0.48 CHF | 96'000 | 96'000 | 95'390 | 95'390 | 44'546 CHF | 45'500 CHF | 99.06% | 99.06% |
07.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 94'000 | 94'000 | 93'389 | 93'389 | 40'746 CHF | 41'680 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.47 CHF | 0.51 CHF | 10'000 | 10'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 96'000 | 96'000 | 95'412 | 95'412 | 47'639 CHF | 48'593 CHF | 100.00% | 100.00% |
02.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 96'000 | 96'000 | 96'360 | 96'360 | 50'641 CHF | 51'605 CHF | 100.00% | 100.00% |
30.04.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 96'000 | 96'000 | 95'374 | 95'374 | 47'184 CHF | 48'138 CHF | 100.00% | 100.00% |
29.04.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 96'000 | 96'000 | 95'404 | 95'404 | 47'749 CHF | 48'703 CHF | 100.00% | 100.00% |
26.04.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 96'000 | 96'000 | 95'412 | 95'412 | 47'269 CHF | 48'223 CHF | 99.61% | 99.61% |
25.04.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 98'000 | 98'000 | 97'211 | 97'211 | 52'702 CHF | 53'674 CHF | 100.00% | 100.00% |
24.04.2024 | 2.03% | 0.52 CHF | 0.53 CHF | 98'000 | 98'000 | 95'731 | 95'731 | 46'871 CHF | 47'828 CHF | 100.00% | 100.00% |