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 | 2.89% | 0.37 CHF | 0.38 CHF | 114'000 | 114'000 | 112'903 | 112'903 | 38'861 CHF | 39'993 CHF | 100.00% | 100.00% |
14.05.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 110'000 | 110'000 | 112'371 | 112'371 | 36'952 CHF | 38'076 CHF | 99.99% | 99.99% |
13.05.2024 | 2.43% | 0.38 CHF | 0.39 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 47'883 CHF | 49'060 CHF | 100.00% | 100.00% |
10.05.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 45'599 CHF | 46'764 CHF | 100.00% | 100.00% |
08.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 118'000 | 118'000 | 117'967 | 117'967 | 47'105 CHF | 48'285 CHF | 99.06% | 99.06% |
07.05.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 118'000 | 118'000 | 117'953 | 117'953 | 47'901 CHF | 49'081 CHF | 99.66% | 99.66% |
06.05.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 118'000 | 118'000 | 119'039 | 119'039 | 49'893 CHF | 51'083 CHF | 100.00% | 100.00% |
03.05.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 119'782 | 119'782 | 50'315 CHF | 51'513 CHF | 100.00% | 100.00% |
02.05.2024 | 2.41% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 118'315 | 118'315 | 48'601 CHF | 49'784 CHF | 100.00% | 100.00% |
30.04.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 120'000 | 120'000 | 119'940 | 119'940 | 51'990 CHF | 53'190 CHF | 99.99% | 99.99% |