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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.85% | 3.26 CHF | 3.27 CHF | 46'000 | 46'000 | 20'064 | 20'064 | 57'636 CHF | 57'998 CHF | 99.98% | 99.98% |
08.05.2024 | 0.83% | 2.81 CHF | 2.82 CHF | 48'500 | 48'500 | 21'476 | 21'476 | 61'072 CHF | 61'465 CHF | 98.69% | 98.69% |
07.05.2024 | 1.04% | 2.45 CHF | 2.46 CHF | 60'400 | 60'400 | 26'424 | 26'424 | 61'345 CHF | 61'819 CHF | 99.61% | 99.61% |
06.05.2024 | 1.10% | 2.18 CHF | 2.19 CHF | 53'400 | 53'400 | 23'834 | 23'834 | 49'988 CHF | 50'421 CHF | 99.28% | 99.28% |
03.05.2024 | 1.28% | 2.54 CHF | 2.55 CHF | 62'600 | 62'600 | 20'652 | 20'652 | 48'890 CHF | 49'282 CHF | 98.64% | 98.64% |
02.05.2024 | - | 2.66 CHF | - CHF | 37'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
30.04.2024 | - | 3.53 CHF | - CHF | 44'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.22% |
29.04.2024 | 0.90% | 2.66 CHF | 2.67 CHF | 58'000 | 58'000 | 26'134 | 26'134 | 68'878 CHF | 69'349 CHF | 98.78% | 98.78% |
26.04.2024 | 0.61% | 2.92 CHF | 2.93 CHF | 42'500 | 42'500 | 19'103 | 19'103 | 55'496 CHF | 55'786 CHF | 97.72% | 97.72% |
25.04.2024 | 0.59% | 3.20 CHF | 3.21 CHF | 45'000 | 45'000 | 19'620 | 19'620 | 61'631 CHF | 61'927 CHF | 99.28% | 99.28% |