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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 1.00% | 0.94 CHF | 0.95 CHF | 33'000 | 33'000 | 32'360 | 32'360 | 32'132 CHF | 32'456 CHF | 99.88% | 99.88% |
06.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 32'000 | 32'000 | 32'217 | 32'217 | 32'304 CHF | 32'626 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 32'000 | 32'000 | 32'241 | 32'241 | 32'425 CHF | 32'747 CHF | 100.00% | 100.00% |
02.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 32'369 CHF | 32'689 CHF | 98.51% | 98.51% |
30.04.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 32'000 | 32'000 | 31'975 | 31'975 | 31'929 CHF | 32'249 CHF | 100.00% | 100.00% |
29.04.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 33'000 | 33'000 | 33'007 | 33'007 | 30'152 CHF | 30'482 CHF | 100.00% | 100.00% |
26.04.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 33'000 | 33'000 | 33'030 | 33'030 | 29'766 CHF | 30'096 CHF | 98.24% | 98.24% |
25.04.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 33'000 | 33'000 | 32'253 | 32'253 | 31'515 CHF | 31'838 CHF | 99.69% | 99.69% |
24.04.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 33'000 | 33'000 | 32'994 | 32'994 | 31'133 CHF | 31'463 CHF | 99.29% | 99.29% |
23.04.2024 | 1.00% | 0.95 CHF | 0.96 CHF | 33'000 | 33'000 | 32'070 | 32'070 | 32'008 CHF | 32'329 CHF | 100.00% | 100.00% |