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 | 3.29% | 0.45 CHF | 0.46 CHF | 94'000 | 94'000 | 42'065 | 42'065 | 19'078 CHF | 19'629 CHF | 98.39% | 98.39% |
07.05.2024 | 3.25% | 0.47 CHF | 0.48 CHF | 94'000 | 94'000 | 42'417 | 42'417 | 20'112 CHF | 20'667 CHF | 98.97% | 98.97% |
06.05.2024 | 3.60% | 0.42 CHF | 0.43 CHF | 96'000 | 96'000 | 43'278 | 43'278 | 18'410 CHF | 18'970 CHF | 99.01% | 99.01% |
03.05.2024 | 3.66% | 0.39 CHF | 0.40 CHF | 96'000 | 96'000 | 42'913 | 42'913 | 17'938 CHF | 18'496 CHF | 99.96% | 99.96% |
02.05.2024 | 4.23% | 0.37 CHF | 0.38 CHF | 96'000 | 96'000 | 43'086 | 43'086 | 15'800 CHF | 16'359 CHF | 100.00% | 100.00% |
30.04.2024 | 3.16% | 0.44 CHF | 0.45 CHF | 94'000 | 94'000 | 42'402 | 42'402 | 19'940 CHF | 20'493 CHF | 100.00% | 100.00% |
29.04.2024 | 2.99% | 0.50 CHF | 0.51 CHF | 94'000 | 94'000 | 41'551 | 41'551 | 21'042 CHF | 21'580 CHF | 99.66% | 99.66% |
26.04.2024 | 3.00% | 0.53 CHF | 0.54 CHF | 92'000 | 92'000 | 41'565 | 41'565 | 21'764 CHF | 22'307 CHF | 98.54% | 98.54% |
25.04.2024 | 3.04% | 0.45 CHF | 0.46 CHF | 94'000 | 94'000 | 42'121 | 42'121 | 20'329 CHF | 20'879 CHF | 95.32% | 95.32% |
24.04.2024 | 3.03% | 0.53 CHF | 0.54 CHF | 92'000 | 92'000 | 41'455 | 41'455 | 21'182 CHF | 21'721 CHF | 99.75% | 99.75% |