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 | 0.47% | 2.10 CHF | 2.11 CHF | 120'000 | 120'000 | 54'078 | 54'078 | 115'572 CHF | 116'114 CHF | 98.40% | 98.40% |
07.05.2024 | 0.48% | 2.16 CHF | 2.17 CHF | 122'000 | 122'000 | 54'136 | 54'136 | 115'724 CHF | 116'267 CHF | 98.97% | 98.97% |
06.05.2024 | 0.73% | 2.11 CHF | 2.12 CHF | 120'000 | 120'000 | 53'893 | 53'893 | 112'757 CHF | 113'450 CHF | 99.14% | 99.14% |
03.05.2024 | 0.76% | 2.09 CHF | 2.10 CHF | 120'000 | 120'000 | 53'247 | 53'247 | 108'712 CHF | 109'403 CHF | 99.98% | 99.98% |
02.05.2024 | 0.76% | 2.10 CHF | 2.11 CHF | 118'000 | 118'000 | 52'566 | 52'566 | 108'622 CHF | 109'303 CHF | 100.00% | 100.00% |
30.04.2024 | 1.07% | 1.45 CHF | 1.46 CHF | 98'000 | 98'000 | 44'659 | 44'659 | 64'753 CHF | 65'333 CHF | 99.96% | 99.96% |
29.04.2024 | 1.08% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 44'759 | 44'759 | 64'402 CHF | 64'983 CHF | 99.81% | 99.81% |
26.04.2024 | 1.06% | 1.44 CHF | 1.45 CHF | 98'000 | 98'000 | 44'564 | 44'564 | 64'851 CHF | 65'432 CHF | 98.55% | 98.55% |
25.04.2024 | 1.07% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 45'185 | 45'185 | 65'134 CHF | 65'722 CHF | 97.38% | 97.38% |
24.04.2024 | 1.05% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 44'815 | 44'815 | 65'819 CHF | 66'401 CHF | 99.59% | 99.59% |