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 | 0.73% | 1.39 CHF | 1.40 CHF | 20'200 | 20'200 | 20'114 | 20'114 | 27'512 CHF | 27'714 CHF | 99.06% | 99.06% |
07.05.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 21'400 | 21'400 | 21'309 | 21'309 | 27'445 CHF | 27'658 CHF | 97.66% | 97.66% |
06.05.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 19'300 | 19'300 | 19'186 | 19'186 | 23'106 CHF | 23'298 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 19'900 | 19'900 | 19'818 | 19'818 | 26'014 CHF | 26'212 CHF | 99.98% | 99.98% |
02.05.2024 | 0.72% | 1.30 CHF | 1.31 CHF | 16'700 | 16'700 | 16'631 | 16'631 | 22'951 CHF | 23'117 CHF | 99.99% | 99.99% |
30.04.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 18'900 | 18'900 | 18'091 | 18'091 | 25'807 CHF | 25'988 CHF | 100.00% | 100.00% |
29.04.2024 | 0.67% | 1.43 CHF | 1.44 CHF | 17'200 | 17'200 | 17'820 | 17'820 | 26'380 CHF | 26'558 CHF | 100.00% | 100.00% |
26.04.2024 | 0.78% | 1.40 CHF | 1.41 CHF | 12'200 | 12'200 | 12'184 | 12'184 | 15'684 CHF | 15'806 CHF | 99.09% | 99.09% |
25.04.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 14'200 | 14'200 | 14'100 | 14'100 | 26'926 CHF | 27'067 CHF | 100.00% | 100.00% |
24.04.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 13'800 | 13'800 | 13'582 | 13'582 | 25'104 CHF | 25'240 CHF | 99.79% | 99.79% |