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 | 1.97% | 0.55 CHF | 0.56 CHF | 86'600 | 86'600 | 87'515 | 87'515 | 43'997 CHF | 44'872 CHF | 99.68% | 99.68% |
13.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 87'800 | 87'800 | 87'735 | 87'735 | 45'977 CHF | 46'855 CHF | 100.00% | 100.00% |
10.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 96'400 | 96'400 | 96'323 | 96'323 | 50'597 CHF | 51'560 CHF | 100.00% | 100.00% |
08.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 97'900 | 97'900 | 97'802 | 97'802 | 46'671 CHF | 47'649 CHF | 99.08% | 99.08% |
07.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 105'300 | 105'300 | 105'367 | 105'367 | 49'641 CHF | 50'695 CHF | 99.69% | 99.69% |
06.05.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 117'600 | 117'600 | 117'653 | 117'653 | 50'216 CHF | 51'392 CHF | 100.00% | 100.00% |
03.05.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 131'400 | 131'400 | 131'503 | 131'503 | 49'972 CHF | 51'287 CHF | 100.00% | 100.00% |
02.05.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 122'300 | 122'300 | 121'639 | 121'639 | 44'252 CHF | 45'469 CHF | 100.00% | 100.00% |
30.04.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 118'500 | 118'500 | 118'014 | 118'014 | 45'570 CHF | 46'751 CHF | 100.00% | 100.00% |
29.04.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 124'800 | 124'800 | 124'529 | 124'529 | 48'960 CHF | 50'206 CHF | 100.00% | 100.00% |