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 | 0.94% | 2.05 CHF | 2.07 CHF | 28'600 | 28'600 | 28'600 | 28'600 | 60'626 CHF | 61'198 CHF | 99.09% | 99.09% |
07.05.2024 | 0.80% | 2.44 CHF | 2.46 CHF | 42'700 | 42'700 | 41'373 | 41'373 | 103'087 CHF | 103'914 CHF | 99.52% | 99.52% |
06.05.2024 | 1.36% | 1.52 CHF | 1.54 CHF | 48'800 | 48'800 | 48'800 | 48'800 | 71'099 CHF | 72'075 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 53'000 | 53'000 | 53'024 | 53'024 | 69'914 CHF | 70'444 CHF | 99.97% | 99.97% |
02.05.2024 | 0.79% | 1.23 CHF | 1.24 CHF | 55'900 | 55'900 | 55'549 | 55'549 | 70'272 CHF | 70'827 CHF | 99.99% | 99.99% |
30.04.2024 | 0.75% | 1.24 CHF | 1.25 CHF | 52'200 | 52'200 | 50'204 | 50'204 | 66'963 CHF | 67'465 CHF | 100.00% | 100.00% |
29.04.2024 | 1.40% | 1.36 CHF | 1.37 CHF | 50'200 | 50'200 | 50'200 | 50'200 | 69'506 CHF | 70'489 CHF | 100.00% | 100.00% |
26.04.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 51'600 | 51'600 | 51'600 | 51'600 | 68'490 CHF | 69'006 CHF | 99.58% | 99.58% |
25.04.2024 | 0.72% | 1.33 CHF | 1.34 CHF | 50'700 | 50'700 | 50'700 | 50'700 | 70'727 CHF | 71'236 CHF | 99.97% | 99.97% |
24.04.2024 | 1.33% | 1.33 CHF | 1.35 CHF | 40'100 | 40'100 | 39'819 | 39'819 | 59'731 CHF | 60'527 CHF | 99.86% | 99.86% |