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 | 1.34% | 0.76 CHF | 0.77 CHF | 94'000 | 94'000 | 93'413 | 93'413 | 69'067 CHF | 70'001 CHF | 100.00% | 100.00% |
08.05.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 96'000 | 96'000 | 95'391 | 95'391 | 76'664 CHF | 77'618 CHF | 99.06% | 99.06% |
07.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 94'000 | 94'000 | 93'387 | 93'387 | 72'412 CHF | 73'347 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.81 CHF | 0.85 CHF | 10'000 | 10'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 96'000 | 96'000 | 95'412 | 95'412 | 79'984 CHF | 80'938 CHF | 99.99% | 99.99% |
02.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 96'000 | 96'000 | 96'361 | 96'361 | 83'330 CHF | 84'294 CHF | 100.00% | 100.00% |
30.04.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 96'000 | 96'000 | 95'371 | 95'371 | 79'602 CHF | 80'556 CHF | 100.00% | 100.00% |
29.04.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 96'000 | 96'000 | 95'404 | 95'404 | 80'136 CHF | 81'090 CHF | 100.00% | 100.00% |
26.04.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 96'000 | 96'000 | 95'412 | 95'412 | 79'587 CHF | 80'541 CHF | 99.61% | 99.61% |
25.04.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 98'000 | 98'000 | 97'211 | 97'211 | 85'661 CHF | 86'633 CHF | 100.00% | 100.00% |