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 | 0.67% | 1.48 CHF | 1.49 CHF | 120'000 | 120'000 | 54'074 | 54'074 | 81'940 CHF | 82'482 CHF | 98.40% | 98.40% |
07.05.2024 | 0.68% | 1.54 CHF | 1.55 CHF | 122'000 | 122'000 | 54'139 | 54'139 | 82'165 CHF | 82'708 CHF | 98.97% | 98.97% |
06.05.2024 | 1.03% | 1.49 CHF | 1.50 CHF | 120'000 | 120'000 | 53'893 | 53'893 | 79'389 CHF | 80'082 CHF | 99.13% | 99.13% |
03.05.2024 | 1.10% | 1.47 CHF | 1.48 CHF | 120'000 | 120'000 | 53'245 | 53'245 | 75'718 CHF | 76'409 CHF | 99.98% | 99.98% |
02.05.2024 | 1.09% | 1.47 CHF | 1.48 CHF | 118'000 | 118'000 | 52'560 | 52'560 | 75'799 CHF | 76'480 CHF | 99.99% | 99.99% |
30.04.2024 | 1.88% | 0.83 CHF | 0.84 CHF | 98'000 | 98'000 | 44'636 | 44'636 | 36'844 CHF | 37'424 CHF | 99.96% | 99.96% |
29.04.2024 | 1.89% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 44'760 | 44'760 | 36'540 CHF | 37'121 CHF | 99.81% | 99.81% |
26.04.2024 | 1.84% | 0.81 CHF | 0.82 CHF | 98'000 | 98'000 | 44'560 | 44'560 | 37'024 CHF | 37'606 CHF | 98.53% | 98.53% |
25.04.2024 | 1.90% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 45'184 | 45'184 | 36'870 CHF | 37'458 CHF | 97.38% | 97.38% |
24.04.2024 | 1.82% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 44'815 | 44'815 | 37'870 CHF | 38'452 CHF | 99.59% | 99.59% |