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 | 0.63% | 1.62 CHF | 1.65 CHF | 183'000 | 184'000 | 54'048 | 54'048 | 87'701 CHF | 88'243 CHF | 68.95% | 98.99% |
07.05.2024 | 0.61% | 1.59 CHF | 1.60 CHF | 183'000 | 183'000 | 183'604 | 183'604 | 297'783 CHF | 299'619 CHF | 10.48% | 99.67% |
06.05.2024 | 0.61% | 1.50 CHF | 1.51 CHF | 181'000 | 181'000 | 76'341 | 76'341 | 124'575 CHF | 125'339 CHF | 95.08% | 100.00% |
03.05.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 189'000 | 189'000 | 85'414 | 85'414 | 161'002 CHF | 161'857 CHF | 99.75% | 99.75% |
02.05.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 193'000 | 193'000 | 87'789 | 87'789 | 188'998 CHF | 189'878 CHF | 99.96% | 99.96% |
30.04.2024 | 0.55% | 1.92 CHF | 1.93 CHF | 188'000 | 188'000 | 84'083 | 84'083 | 156'227 CHF | 157'070 CHF | 99.98% | 99.98% |
29.04.2024 | 0.55% | 1.91 CHF | 1.92 CHF | 189'000 | 189'000 | 83'333 | 83'333 | 156'756 CHF | 157'591 CHF | 99.56% | 99.56% |
26.04.2024 | 0.47% | 1.94 CHF | 1.95 CHF | 189'000 | 189'000 | 87'224 | 87'224 | 183'685 CHF | 184'559 CHF | 99.25% | 99.25% |
25.04.2024 | 0.40% | 2.40 CHF | 2.41 CHF | 200'000 | 200'000 | 90'640 | 90'640 | 228'102 CHF | 229'010 CHF | 98.15% | 98.15% |
24.04.2024 | 0.46% | 2.36 CHF | 2.37 CHF | 200'000 | 200'000 | 88'508 | 88'508 | 197'811 CHF | 198'698 CHF | 99.83% | 99.83% |