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 | 2.39% | 0.63 CHF | 0.64 CHF | 155'000 | 155'000 | 68'899 | 68'899 | 44'077 CHF | 44'978 CHF | 98.40% | 98.40% |
07.05.2024 | 2.42% | 0.62 CHF | 0.63 CHF | 155'000 | 155'000 | 69'530 | 69'530 | 44'123 CHF | 45'030 CHF | 98.63% | 98.63% |
06.05.2024 | 2.68% | 0.55 CHF | 0.56 CHF | 150'000 | 150'000 | 68'774 | 68'774 | 38'580 CHF | 39'475 CHF | 99.14% | 99.14% |
03.05.2024 | 2.52% | 0.60 CHF | 0.61 CHF | 155'000 | 155'000 | 69'491 | 69'491 | 41'869 CHF | 42'773 CHF | 99.99% | 99.99% |
02.05.2024 | 2.14% | 0.65 CHF | 0.66 CHF | 155'000 | 155'000 | 70'821 | 70'821 | 49'725 CHF | 50'647 CHF | 100.00% | 100.00% |
30.04.2024 | 2.15% | 0.71 CHF | 0.72 CHF | 155'000 | 155'000 | 70'981 | 70'981 | 50'602 CHF | 51'526 CHF | 99.66% | 99.66% |
29.04.2024 | 1.92% | 0.72 CHF | 0.73 CHF | 160'000 | 160'000 | 72'954 | 72'954 | 57'183 CHF | 58'138 CHF | 99.47% | 99.47% |
26.04.2024 | 1.87% | 0.83 CHF | 0.84 CHF | 165'000 | 165'000 | 74'064 | 74'064 | 61'359 CHF | 62'328 CHF | 97.68% | 97.68% |
25.04.2024 | 2.62% | 0.93 CHF | 0.94 CHF | 170'000 | 170'000 | 56'138 | 56'139 | 50'897 CHF | 51'770 CHF | 99.60% | 99.60% |
24.04.2024 | 4.30% | 0.78 CHF | 0.79 CHF | 160'000 | 160'000 | 55'832 | 55'832 | 40'258 CHF | 41'119 CHF | 95.36% | 95.36% |