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 | 2.51% | 0.80 CHF | 0.82 CHF | 70'000 | 70'000 | 69'234 | 69'234 | 56'042 CHF | 57'437 CHF | 100.00% | 100.00% |
13.05.2024 | 2.55% | 0.80 CHF | 0.82 CHF | 70'000 | 70'000 | 69'234 | 69'234 | 55'177 CHF | 56'572 CHF | 100.00% | 100.00% |
10.05.2024 | 2.51% | 0.81 CHF | 0.83 CHF | 70'000 | 70'000 | 69'234 | 69'234 | 56'140 CHF | 57'535 CHF | 100.00% | 100.00% |
08.05.2024 | 2.27% | 0.89 CHF | 0.91 CHF | 70'000 | 70'000 | 69'231 | 69'231 | 61'942 CHF | 63'337 CHF | 99.67% | 99.67% |
07.05.2024 | 2.28% | 0.89 CHF | 0.91 CHF | 70'000 | 70'000 | 69'204 | 69'204 | 61'951 CHF | 63'346 CHF | 100.00% | 100.00% |
06.05.2024 | 2.22% | 0.92 CHF | 0.94 CHF | 70'000 | 70'000 | 69'235 | 69'235 | 63'524 CHF | 64'919 CHF | 100.00% | 100.00% |
03.05.2024 | 2.22% | 0.96 CHF | 0.98 CHF | 70'000 | 70'000 | 69'224 | 69'224 | 63'516 CHF | 64'910 CHF | 98.98% | 98.98% |
02.05.2024 | 2.07% | 0.98 CHF | 1.00 CHF | 70'000 | 70'000 | 69'230 | 69'230 | 68'302 CHF | 69'697 CHF | 99.61% | 99.61% |
30.04.2024 | 2.15% | 0.99 CHF | 1.01 CHF | 70'000 | 70'000 | 69'197 | 69'197 | 65'614 CHF | 67'009 CHF | 100.00% | 100.00% |
29.04.2024 | 2.09% | 0.95 CHF | 0.97 CHF | 70'000 | 70'000 | 69'223 | 69'223 | 67'676 CHF | 69'070 CHF | 99.74% | 99.74% |