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 | 0.74% | 2.07 CHF | 2.08 CHF | 43'000 | 43'000 | 19'193 | 19'193 | 40'005 CHF | 40'257 CHF | 98.19% | 98.19% |
07.05.2024 | 0.78% | 2.04 CHF | 2.05 CHF | 43'000 | 43'000 | 19'602 | 19'602 | 39'102 CHF | 39'357 CHF | 99.77% | 99.77% |
06.05.2024 | 0.85% | 1.87 CHF | 1.88 CHF | 44'000 | 44'000 | 20'528 | 20'528 | 36'444 CHF | 36'707 CHF | 100.00% | 100.00% |
03.05.2024 | 0.88% | 1.67 CHF | 1.68 CHF | 46'000 | 46'000 | 20'703 | 20'703 | 36'112 CHF | 36'382 CHF | 99.35% | 99.35% |
02.05.2024 | 0.74% | 2.01 CHF | 2.02 CHF | 43'000 | 43'000 | 19'202 | 19'202 | 39'598 CHF | 39'849 CHF | 98.55% | 98.55% |
30.04.2024 | 0.88% | 2.08 CHF | 2.09 CHF | 43'000 | 43'000 | 17'256 | 17'256 | 35'147 CHF | 35'385 CHF | 97.65% | 97.65% |
29.04.2024 | 0.89% | 1.70 CHF | 1.71 CHF | 45'000 | 45'000 | 20'526 | 20'526 | 35'616 CHF | 35'886 CHF | 99.98% | 99.98% |
26.04.2024 | 0.61% | 1.73 CHF | 1.74 CHF | 45'000 | 45'000 | 20'725 | 20'725 | 34'832 CHF | 35'039 CHF | 99.31% | 99.31% |
25.04.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 46'000 | 46'000 | 21'018 | 21'018 | 34'375 CHF | 34'585 CHF | 99.57% | 99.57% |
24.04.2024 | 0.85% | 1.70 CHF | 1.71 CHF | 45'000 | 45'000 | 20'004 | 20'004 | 35'829 CHF | 36'089 CHF | 99.14% | 99.14% |