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 | 2.46% | 0.42 CHF | 0.43 CHF | 126'000 | 126'000 | 126'141 | 126'141 | 50'751 CHF | 52'014 CHF | 97.36% | 97.36% |
06.05.2024 | 2.55% | 0.41 CHF | 0.42 CHF | 126'000 | 126'000 | 127'289 | 127'289 | 49'253 CHF | 50'526 CHF | 98.35% | 98.35% |
03.05.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 128'000 | 128'000 | 128'143 | 128'143 | 44'615 CHF | 45'896 CHF | 99.98% | 99.98% |
02.05.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 130'000 | 130'000 | 129'519 | 129'519 | 41'747 CHF | 43'042 CHF | 100.00% | 100.00% |
30.04.2024 | 2.76% | 0.31 CHF | 0.32 CHF | 130'000 | 130'000 | 127'813 | 127'813 | 45'922 CHF | 47'201 CHF | 100.00% | 100.00% |
29.04.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 126'000 | 126'000 | 126'008 | 126'008 | 53'863 CHF | 55'123 CHF | 99.99% | 99.99% |
26.04.2024 | 2.54% | 0.42 CHF | 0.43 CHF | 126'000 | 126'000 | 127'279 | 127'279 | 49'600 CHF | 50'873 CHF | 98.64% | 98.64% |
25.04.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 128'000 | 128'000 | 128'389 | 128'389 | 44'702 CHF | 45'985 CHF | 100.00% | 100.00% |
24.04.2024 | - | 0.42 CHF | - CHF | 126'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.75% |
23.04.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 126'000 | 126'000 | 127'696 | 127'696 | 48'976 CHF | 50'253 CHF | 100.00% | 100.00% |