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 | 1.14% | 0.86 CHF | 0.87 CHF | 87'400 | 87'400 | 87'400 | 87'400 | 75'987 CHF | 76'861 CHF | 99.25% | 99.25% |
07.05.2024 | 0.97% | 0.97 CHF | 0.98 CHF | 83'000 | 83'000 | 82'991 | 82'991 | 84'904 CHF | 85'734 CHF | 95.47% | 95.47% |
06.05.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 75'600 | 75'600 | 75'600 | 75'600 | 80'990 CHF | 81'746 CHF | 98.33% | 98.33% |
03.05.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 76'300 | 76'300 | 76'300 | 76'300 | 86'867 CHF | 87'630 CHF | 99.97% | 99.97% |
02.05.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 73'700 | 73'700 | 73'700 | 73'700 | 83'782 CHF | 84'519 CHF | 99.99% | 99.99% |
30.04.2024 | 0.93% | 1.12 CHF | 1.13 CHF | 79'900 | 79'900 | 79'862 | 79'862 | 85'971 CHF | 86'770 CHF | 99.99% | 99.99% |
29.04.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 74'100 | 74'100 | 74'100 | 74'100 | 80'429 CHF | 81'170 CHF | 99.99% | 99.99% |
26.04.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 67'700 | 67'700 | 67'700 | 67'700 | 78'862 CHF | 79'539 CHF | 98.64% | 98.64% |
25.04.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 68'300 | 68'300 | 69'888 | 69'888 | 85'866 CHF | 86'565 CHF | 99.99% | 99.99% |
24.04.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 67'200 | 67'200 | 67'191 | 67'191 | 78'021 CHF | 78'693 CHF | 99.76% | 99.76% |