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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.05.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 90'000 | 90'000 | 90'247 | 90'247 | 28'802 CHF | 29'704 CHF | 100.00% | 100.00% |
02.05.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 90'000 | 90'000 | 91'195 | 91'195 | 31'011 CHF | 31'923 CHF | 100.00% | 100.00% |
30.04.2024 | 3.08% | 0.34 CHF | 0.35 CHF | 90'000 | 90'000 | 89'958 | 89'958 | 28'837 CHF | 29'737 CHF | 100.00% | 100.00% |
29.04.2024 | 3.05% | 0.34 CHF | 0.35 CHF | 92'000 | 92'000 | 90'069 | 90'069 | 29'131 CHF | 30'031 CHF | 100.00% | 100.00% |
26.04.2024 | 3.07% | 0.37 CHF | 0.38 CHF | 92'000 | 92'000 | 90'220 | 90'220 | 29'056 CHF | 29'958 CHF | 99.59% | 99.59% |
25.04.2024 | 3.29% | 0.28 CHF | 0.29 CHF | 90'000 | 90'000 | 89'821 | 89'821 | 26'986 CHF | 27'885 CHF | 100.00% | 100.00% |
24.04.2024 | 3.09% | 0.34 CHF | 0.35 CHF | 92'000 | 92'000 | 90'414 | 90'414 | 28'890 CHF | 29'794 CHF | 94.59% | 99.91% |
23.04.2024 | 2.96% | 0.31 CHF | 0.32 CHF | 90'000 | 90'000 | 91'716 | 91'716 | 30'610 CHF | 31'527 CHF | 100.00% | 100.00% |
22.04.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 92'000 | 92'000 | 93'427 | 93'427 | 36'472 CHF | 37'406 CHF | 100.00% | 100.00% |
19.04.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 94'000 | 94'000 | 95'284 | 95'284 | 42'891 CHF | 43'844 CHF | 99.92% | 99.92% |