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 | 2.23% | 0.47 CHF | 0.48 CHF | 114'000 | 114'000 | 112'902 | 112'902 | 50'499 CHF | 51'630 CHF | 100.00% | 100.00% |
14.05.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 110'000 | 110'000 | 112'372 | 112'372 | 48'562 CHF | 49'686 CHF | 99.99% | 99.99% |
13.05.2024 | 1.95% | 0.48 CHF | 0.49 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 59'917 CHF | 61'094 CHF | 100.00% | 100.00% |
10.05.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 57'355 CHF | 58'520 CHF | 100.00% | 100.00% |
08.05.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 118'000 | 118'000 | 117'994 | 117'994 | 59'086 CHF | 60'266 CHF | 98.99% | 98.99% |
07.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 118'000 | 118'000 | 117'951 | 117'951 | 59'985 CHF | 61'166 CHF | 99.66% | 99.66% |
06.05.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 118'000 | 118'000 | 119'039 | 119'039 | 62'138 CHF | 63'328 CHF | 100.00% | 100.00% |
03.05.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 120'000 | 120'000 | 119'782 | 119'782 | 62'603 CHF | 63'801 CHF | 100.00% | 100.00% |
02.05.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 120'000 | 120'000 | 118'315 | 118'315 | 60'612 CHF | 61'796 CHF | 100.00% | 100.00% |
30.04.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 120'000 | 120'000 | 119'942 | 119'942 | 64'262 CHF | 65'462 CHF | 100.00% | 100.00% |