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 | 3.36% | 0.32 CHF | 0.33 CHF | 114'000 | 114'000 | 112'899 | 112'899 | 33'353 CHF | 34'485 CHF | 100.00% | 100.00% |
14.05.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 110'000 | 110'000 | 112'371 | 112'371 | 31'488 CHF | 32'612 CHF | 99.99% | 99.99% |
13.05.2024 | 2.76% | 0.33 CHF | 0.34 CHF | 116'000 | 116'000 | 117'699 | 117'699 | 42'123 CHF | 43'300 CHF | 100.00% | 100.00% |
10.05.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 118'000 | 118'000 | 116'503 | 116'503 | 39'812 CHF | 40'977 CHF | 100.00% | 100.00% |
08.05.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 118'000 | 118'000 | 117'994 | 117'994 | 41'329 CHF | 42'509 CHF | 98.99% | 98.99% |
07.05.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 118'000 | 118'000 | 117'954 | 117'954 | 42'138 CHF | 43'319 CHF | 99.66% | 99.66% |
06.05.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 118'000 | 118'000 | 119'039 | 119'039 | 44'111 CHF | 45'301 CHF | 100.00% | 100.00% |
03.05.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 119'782 | 119'782 | 44'492 CHF | 45'690 CHF | 100.00% | 100.00% |
02.05.2024 | 2.73% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 118'314 | 118'314 | 42'752 CHF | 43'935 CHF | 100.00% | 100.00% |
30.04.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 120'000 | 120'000 | 119'942 | 119'942 | 46'070 CHF | 47'270 CHF | 100.00% | 100.00% |