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 | 0.76% | 1.29 CHF | 1.30 CHF | 120'000 | 120'000 | 54'075 | 54'075 | 72'097 CHF | 72'639 CHF | 98.40% | 98.40% |
07.05.2024 | 0.77% | 1.36 CHF | 1.37 CHF | 122'000 | 122'000 | 54'136 | 54'136 | 72'284 CHF | 72'827 CHF | 98.97% | 98.97% |
06.05.2024 | 1.18% | 1.31 CHF | 1.32 CHF | 120'000 | 120'000 | 53'904 | 53'904 | 69'581 CHF | 70'273 CHF | 99.09% | 99.09% |
03.05.2024 | 1.26% | 1.29 CHF | 1.30 CHF | 120'000 | 120'000 | 53'251 | 53'251 | 66'027 CHF | 66'718 CHF | 99.99% | 99.99% |
02.05.2024 | 1.25% | 1.29 CHF | 1.30 CHF | 118'000 | 118'000 | 52'561 | 52'561 | 66'133 CHF | 66'814 CHF | 99.99% | 99.99% |
30.04.2024 | 2.43% | 0.64 CHF | 0.65 CHF | 98'000 | 98'000 | 44'653 | 44'653 | 28'600 CHF | 29'180 CHF | 99.96% | 99.96% |
29.04.2024 | 2.43% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 44'758 | 44'758 | 28'314 CHF | 28'895 CHF | 99.82% | 99.82% |
26.04.2024 | 2.35% | 0.63 CHF | 0.64 CHF | 98'000 | 98'000 | 44'565 | 44'565 | 28'815 CHF | 29'396 CHF | 98.55% | 98.55% |
25.04.2024 | 2.46% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 45'184 | 45'184 | 28'557 CHF | 29'145 CHF | 97.38% | 97.38% |
24.04.2024 | 2.33% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 44'813 | 44'813 | 29'571 CHF | 30'153 CHF | 99.59% | 99.59% |