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 | 1.76% | 0.58 CHF | 0.59 CHF | 78'000 | 78'000 | 77'963 | 77'963 | 44'146 CHF | 44'927 CHF | 100.00% | 100.00% |
14.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 78'000 | 78'000 | 77'500 | 77'500 | 46'159 CHF | 46'934 CHF | 99.97% | 99.97% |
13.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 78'000 | 78'000 | 78'302 | 78'302 | 43'782 CHF | 44'565 CHF | 100.00% | 100.00% |
10.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 77'000 | 77'000 | 76'025 | 76'025 | 44'257 CHF | 45'017 CHF | 100.00% | 100.00% |
08.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 77'000 | 77'000 | 76'957 | 76'957 | 43'157 CHF | 43'927 CHF | 99.24% | 99.24% |
07.05.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 77'000 | 77'000 | 76'966 | 76'966 | 41'582 CHF | 42'352 CHF | 97.36% | 97.36% |
06.05.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 77'000 | 77'000 | 76'750 | 76'750 | 42'800 CHF | 43'567 CHF | 98.41% | 98.41% |
03.05.2024 | 1.64% | 0.57 CHF | 0.58 CHF | 77'000 | 77'000 | 75'842 | 75'842 | 45'997 CHF | 46'755 CHF | 100.00% | 100.00% |
02.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 78'000 | 78'000 | 77'809 | 77'809 | 39'790 CHF | 40'568 CHF | 100.00% | 100.00% |
30.04.2024 | 1.80% | 0.51 CHF | 0.52 CHF | 78'000 | 78'000 | 76'732 | 76'732 | 42'485 CHF | 43'253 CHF | 100.00% | 100.00% |