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 | 0.82% | 1.21 CHF | 1.22 CHF | 48'000 | 48'000 | 47'695 | 47'695 | 58'117 CHF | 58'594 CHF | 99.06% | 99.06% |
07.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 47'000 | 47'000 | 46'694 | 46'694 | 60'124 CHF | 60'591 CHF | 100.00% | 100.00% |
06.05.2024 | - | 1.17 CHF | 1.24 CHF | 5'000 | 5'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 48'000 | 48'000 | 47'706 | 47'706 | 55'514 CHF | 55'991 CHF | 99.95% | 99.95% |
02.05.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 48'000 | 48'000 | 48'180 | 48'180 | 53'906 CHF | 54'388 CHF | 100.00% | 100.00% |
30.04.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 48'000 | 48'000 | 47'686 | 47'686 | 56'727 CHF | 57'204 CHF | 99.99% | 99.99% |
29.04.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 48'000 | 48'000 | 47'702 | 47'702 | 56'073 CHF | 56'550 CHF | 100.00% | 100.00% |
26.04.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 48'000 | 48'000 | 47'706 | 47'706 | 56'553 CHF | 57'030 CHF | 99.61% | 99.61% |
25.04.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 49'000 | 49'000 | 48'606 | 48'606 | 53'174 CHF | 53'660 CHF | 99.96% | 99.96% |
24.04.2024 | 0.84% | 1.13 CHF | 1.14 CHF | 49'000 | 49'000 | 47'866 | 47'866 | 56'962 CHF | 57'441 CHF | 100.00% | 100.00% |