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 | 0.66% | 1.47 CHF | 1.48 CHF | 47'000 | 47'000 | 46'707 | 46'707 | 70'487 CHF | 70'954 CHF | 100.00% | 100.00% |
08.05.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 48'000 | 48'000 | 47'695 | 47'695 | 65'568 CHF | 66'045 CHF | 99.06% | 99.06% |
07.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 47'000 | 47'000 | 46'694 | 46'694 | 67'391 CHF | 67'858 CHF | 100.00% | 100.00% |
06.05.2024 | - | 1.33 CHF | 1.40 CHF | 5'000 | 5'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 48'000 | 48'000 | 47'706 | 47'706 | 62'931 CHF | 63'408 CHF | 99.99% | 99.99% |
02.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 48'000 | 48'000 | 48'180 | 48'180 | 61'442 CHF | 61'924 CHF | 100.00% | 100.00% |
30.04.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 48'000 | 48'000 | 47'686 | 47'686 | 64'197 CHF | 64'674 CHF | 100.00% | 100.00% |
29.04.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 48'000 | 48'000 | 47'702 | 47'702 | 63'526 CHF | 64'003 CHF | 100.00% | 100.00% |
26.04.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 48'000 | 48'000 | 47'706 | 47'706 | 63'994 CHF | 64'471 CHF | 99.61% | 99.61% |
25.04.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 49'000 | 49'000 | 48'605 | 48'605 | 60'716 CHF | 61'202 CHF | 99.99% | 99.99% |