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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 1.60% | 1.38 CHF | 1.39 CHF | 52'500 | 52'500 | 23'494 | 23'494 | 33'452 CHF | 33'877 CHF | 100.00% | 100.00% |
08.05.2024 | 1.67% | 1.42 CHF | 1.43 CHF | 52'900 | 52'900 | 23'492 | 23'492 | 32'757 CHF | 33'187 CHF | 99.13% | 99.13% |
07.05.2024 | 1.57% | 1.49 CHF | 1.50 CHF | 48'900 | 48'900 | 21'947 | 21'947 | 32'075 CHF | 32'473 CHF | 99.77% | 99.77% |
06.05.2024 | 1.42% | 1.62 CHF | 1.63 CHF | 47'100 | 47'100 | 21'120 | 21'120 | 34'384 CHF | 34'766 CHF | 100.00% | 100.00% |
03.05.2024 | 1.46% | 1.56 CHF | 1.57 CHF | 50'800 | 50'800 | 22'124 | 22'124 | 35'175 CHF | 35'575 CHF | 99.96% | 99.96% |
02.05.2024 | 1.70% | 1.45 CHF | 1.46 CHF | 60'900 | 60'900 | 27'764 | 27'764 | 38'666 CHF | 39'173 CHF | 99.99% | 99.99% |
30.04.2024 | 1.76% | 1.22 CHF | 1.23 CHF | 59'300 | 59'300 | 26'223 | 26'223 | 33'561 CHF | 34'036 CHF | 99.99% | 99.99% |
29.04.2024 | 1.37% | 1.32 CHF | 1.33 CHF | 68'700 | 68'700 | 29'788 | 29'788 | 38'585 CHF | 39'031 CHF | 99.75% | 99.75% |
26.04.2024 | 1.54% | 1.12 CHF | 1.13 CHF | 72'200 | 72'200 | 32'337 | 32'337 | 37'124 CHF | 37'613 CHF | 99.34% | 99.34% |
25.04.2024 | 1.95% | 1.01 CHF | 1.02 CHF | 76'000 | 76'000 | 34'024 | 34'024 | 34'816 CHF | 35'377 CHF | 100.00% | 100.00% |