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 | 1.16% | 0.88 CHF | 0.89 CHF | 94'000 | 94'000 | 93'413 | 93'413 | 80'128 CHF | 81'062 CHF | 100.00% | 100.00% |
08.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 96'000 | 96'000 | 95'391 | 95'391 | 88'038 CHF | 88'992 CHF | 99.06% | 99.06% |
07.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 94'000 | 94'000 | 93'388 | 93'388 | 83'561 CHF | 84'496 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.93 CHF | 0.97 CHF | 10'000 | 10'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 96'000 | 96'000 | 95'412 | 95'412 | 91'407 CHF | 92'361 CHF | 99.97% | 99.97% |
02.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 96'000 | 96'000 | 96'360 | 96'360 | 94'883 CHF | 95'846 CHF | 100.00% | 100.00% |
30.04.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 96'000 | 96'000 | 95'369 | 95'369 | 91'071 CHF | 92'025 CHF | 100.00% | 100.00% |
29.04.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 96'000 | 96'000 | 95'403 | 95'403 | 91'585 CHF | 92'539 CHF | 100.00% | 100.00% |
26.04.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 96'000 | 96'000 | 95'412 | 95'412 | 91'023 CHF | 91'977 CHF | 99.61% | 99.61% |
25.04.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 98'000 | 98'000 | 97'211 | 97'211 | 97'258 CHF | 98'230 CHF | 99.98% | 99.98% |