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 | 1.00% | 0.98 CHF | 0.99 CHF | 24'800 | 24'800 | 24'694 | 24'694 | 24'624 CHF | 24'870 CHF | 99.06% | 99.06% |
07.05.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 23'900 | 23'900 | 23'799 | 23'799 | 25'317 CHF | 25'555 CHF | 97.67% | 97.67% |
06.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 25'300 | 25'300 | 25'149 | 25'149 | 28'406 CHF | 28'658 CHF | 100.00% | 100.00% |
03.05.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 24'900 | 24'900 | 24'797 | 24'797 | 25'965 CHF | 26'213 CHF | 99.98% | 99.98% |
02.05.2024 | 0.99% | 1.06 CHF | 1.07 CHF | 27'200 | 27'200 | 27'088 | 27'088 | 27'319 CHF | 27'590 CHF | 99.99% | 99.99% |
30.04.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 27'100 | 27'100 | 25'893 | 25'893 | 25'649 CHF | 25'908 CHF | 100.00% | 100.00% |
29.04.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 26'700 | 26'700 | 27'713 | 27'713 | 26'403 CHF | 26'680 CHF | 100.00% | 100.00% |
26.04.2024 | 0.97% | 0.98 CHF | 0.99 CHF | 31'300 | 31'300 | 31'257 | 31'257 | 32'181 CHF | 32'493 CHF | 99.11% | 99.11% |
25.04.2024 | 1.26% | 0.75 CHF | 0.76 CHF | 33'000 | 33'000 | 32'768 | 32'768 | 25'938 CHF | 26'265 CHF | 100.00% | 100.00% |
24.04.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 33'500 | 33'500 | 32'958 | 32'958 | 26'799 CHF | 27'128 CHF | 99.79% | 99.79% |