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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 95'000 | 95'000 | 94'811 | 94'811 | 82'624 CHF | 83'574 CHF | 100.00% | 100.00% |
14.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 95'000 | 95'000 | 94'982 | 94'982 | 81'488 CHF | 82'438 CHF | 100.00% | 100.00% |
13.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 80'759 CHF | 81'709 CHF | 100.00% | 100.00% |
10.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 80'532 CHF | 81'482 CHF | 100.00% | 100.00% |
08.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 95'000 | 95'000 | 96'035 | 96'035 | 79'130 CHF | 80'091 CHF | 99.14% | 99.14% |
07.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 99'785 | 99'785 | 81'480 CHF | 82'478 CHF | 99.85% | 99.85% |
06.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 99'659 | 99'659 | 81'765 CHF | 82'762 CHF | 100.00% | 100.00% |
03.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'762 CHF | 82'762 CHF | 100.00% | 100.00% |
02.05.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'544 CHF | 81'544 CHF | 100.00% | 100.00% |
30.04.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 99'927 | 99'927 | 81'013 CHF | 82'013 CHF | 100.00% | 100.00% |