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 | 0.57% | 1.75 CHF | 1.76 CHF | 120'000 | 120'000 | 54'077 | 54'077 | 96'680 CHF | 97'222 CHF | 98.39% | 98.39% |
07.05.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 122'000 | 122'000 | 54'135 | 54'135 | 96'812 CHF | 97'355 CHF | 98.97% | 98.97% |
06.05.2024 | 0.87% | 1.76 CHF | 1.77 CHF | 120'000 | 120'000 | 53'901 | 53'901 | 94'007 CHF | 94'700 CHF | 99.10% | 99.10% |
03.05.2024 | 0.92% | 1.74 CHF | 1.75 CHF | 120'000 | 120'000 | 53'239 | 53'239 | 90'149 CHF | 90'840 CHF | 99.97% | 99.97% |
02.05.2024 | 0.91% | 1.75 CHF | 1.76 CHF | 118'000 | 118'000 | 52'565 | 52'565 | 90'168 CHF | 90'849 CHF | 100.00% | 100.00% |
30.04.2024 | 1.41% | 1.10 CHF | 1.11 CHF | 98'000 | 98'000 | 44'655 | 44'655 | 49'080 CHF | 49'661 CHF | 99.96% | 99.96% |
29.04.2024 | 1.42% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 44'760 | 44'760 | 48'715 CHF | 49'296 CHF | 99.81% | 99.81% |
26.04.2024 | 1.39% | 1.09 CHF | 1.10 CHF | 98'000 | 98'000 | 44'565 | 44'565 | 49'231 CHF | 49'812 CHF | 98.54% | 98.54% |
25.04.2024 | 1.42% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 45'186 | 45'186 | 49'249 CHF | 49'837 CHF | 97.38% | 97.38% |
24.04.2024 | 1.38% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 44'815 | 44'815 | 50'098 CHF | 50'680 CHF | 99.59% | 99.59% |