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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 94'300 | 94'300 | 95'287 | 95'287 | 78'679 CHF | 79'632 CHF | 99.98% | 99.98% |
13.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 94'100 | 94'100 | 94'225 | 94'225 | 77'055 CHF | 77'997 CHF | 100.00% | 100.00% |
10.05.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 94'300 | 94'300 | 93'957 | 93'957 | 79'185 CHF | 80'125 CHF | 100.00% | 100.00% |
08.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 94'600 | 94'600 | 94'079 | 94'079 | 76'456 CHF | 77'396 CHF | 99.08% | 99.08% |
07.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 103'200 | 103'200 | 103'819 | 103'819 | 84'439 CHF | 85'478 CHF | 100.00% | 100.00% |
06.05.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 112'600 | 112'600 | 113'996 | 113'996 | 79'983 CHF | 81'123 CHF | 100.00% | 100.00% |
03.05.2024 | 1.42% | 0.67 CHF | 0.68 CHF | 108'000 | 108'000 | 107'043 | 107'043 | 74'787 CHF | 75'858 CHF | 99.98% | 99.98% |
02.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 108'400 | 108'400 | 108'553 | 108'553 | 79'193 CHF | 80'278 CHF | 100.00% | 100.00% |
30.04.2024 | 1.35% | 0.71 CHF | 0.72 CHF | 103'800 | 103'800 | 103'665 | 103'665 | 76'495 CHF | 77'532 CHF | 99.99% | 99.99% |
29.04.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 99'355 | 99'355 | 75'408 CHF | 76'402 CHF | 100.00% | 100.00% |