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 | 1.86% | 0.56 CHF | 0.57 CHF | 114'000 | 114'000 | 112'900 | 112'900 | 60'486 CHF | 61'617 CHF | 100.00% | 100.00% |
14.05.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 110'000 | 110'000 | 112'372 | 112'372 | 58'460 CHF | 59'584 CHF | 99.99% | 99.99% |
13.05.2024 | 1.66% | 0.57 CHF | 0.58 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 70'314 CHF | 71'491 CHF | 100.00% | 100.00% |
10.05.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 67'749 CHF | 68'914 CHF | 100.00% | 100.00% |
08.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 118'000 | 118'000 | 117'994 | 117'994 | 69'610 CHF | 70'790 CHF | 98.99% | 98.99% |
07.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 118'000 | 118'000 | 117'953 | 117'953 | 70'368 CHF | 71'548 CHF | 99.66% | 99.66% |
06.05.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 118'000 | 118'000 | 119'040 | 119'040 | 72'547 CHF | 73'738 CHF | 100.00% | 100.00% |
03.05.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 120'000 | 120'000 | 119'782 | 119'782 | 72'474 CHF | 73'671 CHF | 100.00% | 100.00% |
02.05.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 120'000 | 120'000 | 118'314 | 118'314 | 70'427 CHF | 71'611 CHF | 100.00% | 100.00% |
30.04.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 120'000 | 120'000 | 119'945 | 119'945 | 74'310 CHF | 75'510 CHF | 100.00% | 100.00% |