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 | 0.70% | 1.33 CHF | 1.34 CHF | 36'000 | 36'000 | 35'909 | 35'909 | 51'715 CHF | 52'075 CHF | 100.00% | 100.00% |
06.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 36'500 | 36'500 | 36'091 | 36'091 | 53'381 CHF | 53'742 CHF | 100.00% | 100.00% |
03.05.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 36'500 | 36'500 | 36'348 | 36'348 | 54'170 CHF | 54'534 CHF | 97.50% | 97.50% |
02.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 36'500 | 36'500 | 36'578 | 36'578 | 56'476 CHF | 56'842 CHF | 99.49% | 99.49% |
30.04.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 37'000 | 37'000 | 36'711 | 36'711 | 57'417 CHF | 57'784 CHF | 99.42% | 99.42% |
29.04.2024 | 0.66% | 1.58 CHF | 1.59 CHF | 37'000 | 37'000 | 36'291 | 36'291 | 55'796 CHF | 56'159 CHF | 99.74% | 99.74% |
26.04.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 36'500 | 36'500 | 36'618 | 36'618 | 58'403 CHF | 58'770 CHF | 100.00% | 100.00% |
25.04.2024 | 0.66% | 1.63 CHF | 1.64 CHF | 37'000 | 37'000 | 36'385 | 36'385 | 55'702 CHF | 56'066 CHF | 99.26% | 99.26% |
24.04.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 36'500 | 36'500 | 35'557 | 35'557 | 52'293 CHF | 52'649 CHF | 46.99% | 99.75% |
23.04.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 36'500 | 36'500 | 36'270 | 36'270 | 56'947 CHF | 57'310 CHF | 99.70% | 99.70% |